Short maturity conditional Asian options in local volatility models (Q2175467): Difference between revisions

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Revision as of 23:50, 19 March 2024

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Short maturity conditional Asian options in local volatility models
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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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