Asymptotic Solutions for Australian Options with Low Volatility (Q4586320): Difference between revisions
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Property / cites work: Differential equations and asymptotic solutions for arithmetic Asian options: ‘Black–Scholes formulae’ for Asian rate calls / rank | |||
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Property / cites work: Asian and Australian options: a common perspective / rank | |||
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Property / cites work: BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES / rank | |||
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Property / cites work: Variable purchase options / rank | |||
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Property / cites work: On the equivalence of floating- and fixed-strike Asian options / rank | |||
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Property / cites work: Spectral Expansions for Asian (Average Price) Options / rank | |||
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Property / cites work: Essentially exact asymptotic solutions for Asian derivatives / rank | |||
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Latest revision as of 15:04, 16 July 2024
scientific article; zbMATH DE number 6935845
Language | Label | Description | Also known as |
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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)
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12 September 2018
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Asian options
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Australian options
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stochastic volatility
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asymptotic expansions
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