A different approach for pricing Asian options (Q958901): Difference between revisions

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Property / author: Domingo Israel Cruz-Báez / rank
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Property / author: Domingo Israel Cruz-Báez / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.aml.2007.03.016 / rank
 
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Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
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Property / cites work: Bessel Processes, the Integral of Geometric Brownian Motion, and Asian Options / rank
 
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Property / cites work: Q5827353 / rank
 
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Property / cites work: BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES / rank
 
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Property / cites work: Q3215519 / rank
 
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Latest revision as of 21:28, 28 June 2024

scientific article
Language Label Description Also known as
English
A different approach for pricing Asian options
scientific article

    Statements

    A different approach for pricing Asian options (English)
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    10 December 2008
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    option pricing
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    Asian arithmetic option
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    Laplace transform
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    Mathematica
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    Identifiers