Analytical valuation for geometric Asian options in illiquid markets (Q2150932): Difference between revisions
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| Property / DOI: 10.1016/j.physa.2018.05.069 / rank | |||
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| Property / DOI: 10.1016/J.PHYSA.2018.05.069 / rank | |||
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Latest revision as of 06:21, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical valuation for geometric Asian options in illiquid markets |
scientific article |
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Analytical valuation for geometric Asian options in illiquid markets (English)
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30 June 2022
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Asian options
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option pricing
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market liquidity
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partial differential equations
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Monte Carlo simulation
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