Australian Asian options

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dc.contributor	Universitat Pompeu Fabra. Departament d'Economia i Empresa
dc.contributor.author	Moreno, Manuel
dc.contributor.author	F. Navas, Javier
dc.date	2003-02-01
dc.identifier.citation	https://econ-papers.upf.edu/ca/paper.php?id=680
dc.identifier.uri	http://hdl.handle.net/10230/742
dc.format	application/pdf
dc.language.iso	eng
dc.relation	Economics and Business Working Papers Series; 680
dc.rights	L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons
dc.rights	info:eu-repo/semantics/openAccess
dc.rights	http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject	Finance and Accounting
dc.subject	asian options
dc.subject	arithmetic average
dc.subject	geometric average
dc.subject	edgeworth expansion
dc.subject	lognormal distribution
dc.subject	gamma distribution
dc.title	Australian Asian options
dc.type	info:eu-repo/semantics/workingPaper