Open AccessA Remark on the Pricing Problem for Discrete Arithmetic Average Asian Options
Author(s) -
吴方
Publication year - 2015
Publication title -
ying yong shu xue jin zhan
Language(s) - English
Resource type - Journals
eISSN - 2324-7991
pISSN - 2324-8009
DOI - 10.12677/aam.2015.42015
Subject(s) - arithmetic , asian option , mathematics , mathematical economics , economics , econometrics , valuation of options