Static hedging of Asian options under levy models
Albrecher, Hansjorg Et al.
Static hedging of Asian options under levy models 2005 - 2005 - 63 - 71 V. 12 Issue. 3
Derivatives
Option price;Levy models;Stock price models;Asian options;Asia;
Static hedging of Asian options under levy models 2005 - 2005 - 63 - 71 V. 12 Issue. 3
Derivatives
Option price;Levy models;Stock price models;Asian options;Asia;