Short maturity conditional Asian options in local volatility models (Q2175467): Difference between revisions
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Revision as of 06:09, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short maturity conditional Asian options in local volatility models |
scientific article |
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Short maturity conditional Asian options in local volatility models (English)
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29 April 2020
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conditional Asian options
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short maturity
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local volatility
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large deviations
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variational problem
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