Evaluation of the Asian option by the dual martingale measure (Q1000483): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Set OpenAlex properties.
 
(One intermediate revision by one other user not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1023/a:1010097114285 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W57449628 / rank
 
Normal rank

Latest revision as of 11:04, 30 July 2024

scientific article
Language Label Description Also known as
English
Evaluation of the Asian option by the dual martingale measure
scientific article

    Statements

    Evaluation of the Asian option by the dual martingale measure (English)
    0 references
    0 references
    6 February 2009
    0 references

    Identifiers