EXPLICIT EXPRESSIONS FOR THE VALUATION AND HEDGING OF THE ARITHMETIC ASIAN OPTION

Zhao Jun YANG;Li Hong HUANG

Journal of Systems Science & Complexity ›› 2003, Vol. 16 ›› Issue (4) : 557-561.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science & Complexity ›› 2003, Vol. 16 ›› Issue (4) : 557-561.
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EXPLICIT EXPRESSIONS FOR THE VALUATION AND HEDGING OF THE ARITHMETIC ASIAN OPTION

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2003, 16(4): 557-561

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