A Pricing Method for Options Based on Average Asset Values

A.G.Z. Kemna, A.C.F. Vorst

Research output: Chapter in Book / Report / Conference proceedingChapterAcademic

Original languageEnglish
Title of host publicationOptions, Classic Approaches to Pricing and Modelling
EditorsL. Hugston
Place of PublicationLondon
PublisherRisk Publications
Publication statusPublished - 1999

Publication series

NameRISK Books

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