✦ LIBER ✦

BLACK-SCHOLES REPRESENTATION FOR ASIAN OPTIONS

✍ Scribed by Vecer, Jan

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Path integral approach to Asian options

✍ J.P.A. Devreese; D. Lemmens; J. Tempere 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 940 KB

A black-scholes formula for option prici

✍ Wensheng Xu; Zhen Wu 📂 Article 📅 1996 🏛 SP Editorial Committee of Applied Mathematics - A 🌐 English ⚖ 283 KB

Skewness, kurtosis, and black-scholes op

✍ R. Geske; W. Torous 📂 Article 📅 1991 🏛 Springer-Verlag 🌐 English ⚖ 611 KB

Pricing Black-Scholes options with corre

✍ Peter Klein 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 836 KB

A closer look at Black–Scholes option th

✍ Douglas R. Emery; Weiyu Guo; Tie Su 📂 Article 📅 2007 🏛 Springer US 🌐 English ⚖ 245 KB

Numerical methods for backward Markov ch

✍ Chi Yan Au; Eric S. Fung; Leevan Ling 📂 Article 📅 2010 🏛 Higher Education Press and Springer 🌐 English ⚖ 445 KB