Asymptotic Solutions for Australian Options with Low Volatility (Q4586320): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 17:29, 5 March 2024
scientific article; zbMATH DE number 6935845
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Solutions for Australian Options with Low Volatility |
scientific article; zbMATH DE number 6935845 |
Statements
Asymptotic Solutions for Australian Options with Low Volatility (English)
0 references
12 September 2018
0 references
Asian options
0 references
Australian options
0 references
stochastic volatility
0 references
asymptotic expansions
0 references
