"Static Hedging of Geometric Average Asian Options with Standard Options."

Shuai Wang, Yang Shen, Linyi Qian (2015)

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DOI: 10.1080/03610918.2013.849736

access: closed

type: Journal Article

metadata version: 2020-05-10

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Shuai Wang, Yang Shen, Linyi Qian:
Static Hedging of Geometric Average Asian Options with Standard Options. Commun. Stat. Simul. Comput. 44(8): 2101-2116 (2015)

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