A different approach for pricing Asian options (Q958901): Difference between revisions
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.aml.2007.03.016 / rank | |||
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| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1986010345 / rank | |||
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| Property / cites work | |||
| 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 | |||
| 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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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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