A Pricing Method for Options Based on Average Asset Values

Research output: Chapter in Book / Report / Conference proceeding › Chapter › Academic

Original language	English
Title of host publication	Options, Classic Approaches to Pricing and Modelling
Editors	L. Hugston
Place of Publication	London
Publisher	Risk Publications
Pages	345-360
Publication status	Published - 1999

Name	RISK Books

Persistent URL (handle)

@inbook{2fccadaed2504bf091d0ce05b0f9ee4e,

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

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

year = "1999",

language = "English",

series = "RISK Books",

publisher = "Risk Publications",

pages = "345--360",

editor = "L. Hugston",

booktitle = "Options, Classic Approaches to Pricing and Modelling",

}