Pricing of Moving-Average-Trigger-Type Options with Applications

Resource

The Journal of Futures Markets,23(5),415-440.

Journal

The Journal of Futures Markets

Journal Volume

23

Journal Issue

5

Pages

415-440

Date Issued

2003-03

Date

2003-03

Author(s)

Kao, Chih Hao

URI

Type

journal article

File(s)

Name

908.pdf

Size

23.21 KB

Format

Adobe PDF

Checksum

(MD5):4b0aa35a15536faf3659cbd5f7a75bc3