A frequency distribution method for valuing average options

ASTIN Bulletin

Volumn 27, Issue 2, 1997, Pages 173-205

  Neave, Edwin H ^a  

^a QUEEN S UNIVERSITY   (Canada)

Author keywords

average options; Binomial models; Gaussian binomial coefficients; numerical methodsg; options pricing

Indexed keywords

EID: 85011444646     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.27.2.542047     Document Type: Article

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