On the Hedging Portfolio of Asian Options

ASTIN Bulletin

Volumn 26, Issue 2, 1996, Pages 165-183

  Jacques, Michel ^a  

^a UNIVERSITÉ LAVAL   (Canada)

Author keywords

Asian option; hedging portfolio; Option pricing theory; replicating strategy

Indexed keywords

EID: 85011484775     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.26.2.563217     Document Type: Article

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