Variance reduction for Asian options under a general model framework
Year of publication: |
2015
|
---|---|
Authors: | Dingeç, Kemal Dinçer ; Sak, Halis ; Hörmann, Wolfgang |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 19.2015, 2, p. 907-949
|
Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
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