A Pricing Method for Options Based on Average Asset Values

Research output: Contribution to Journal › Article › Academic › peer-review

Original language	English
Pages (from-to)	113-129
Journal	Journal of Banking and Finance
Volume	14
Issue number	1
DOIs	https://doi.org/10.1016/0378-4266(90)90039-5
Publication status	Published - 1990

Access to Document

@article{a9206506f3734a698c9af70dbd12c604,

title = "A Pricing Method for Options Based on Average Asset Values",

author = "A.G.Z. Kemna and A.C.F. Vorst",

year = "1990",

doi = "10.1016/0378-4266(90)90039-5",

language = "English",

volume = "14",

pages = "113--129",

journal = "Journal of Banking and Finance",

issn = "0378-4266",

publisher = "Elsevier B.V.",

number = "1",

}