Exact retrospective Monte Carlo computation of arithmetic average Asian options (Q5421246): Difference between revisions
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Revision as of 14:40, 19 March 2024
scientific article; zbMATH DE number 5202857
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact retrospective Monte Carlo computation of arithmetic average Asian options |
scientific article; zbMATH DE number 5202857 |
Statements
Exact retrospective Monte Carlo computation of arithmetic average Asian options (English)
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22 October 2007
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arithmetic average Asian options
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Black-Scholes framework
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Poisson estimator
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