The Quarterly Journal of Mechanics and Applied Mathematics. 2013;66(1):1-27. doi: 10.1093/qjmam/hbs017 Q30.82025

On Arithmetic-Average Asian Power Options: Closed Forms and Explicit Methods for Valuation

算术平均亚权期权：封闭形式与显式估值方法

Schroder, M.

DOI: 10.1093/qjmam/hbs017

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Copyright © The Quarterly Journal of Mechanics and Applied Mathematics. 中文内容为AI机器翻译，仅供参考！

期刊名：Quarterly journal of mechanics and applied mathematics

缩写：Q J MECH APPL MATH

ISSN：0033-5614

e-ISSN：1464-3855

IF/分区：0.8/Q3

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On Arithmetic-Average Asian Power Options: Closed Forms and Explicit Methods for Valuation