Path integral pricing of Asian options on state-dependent volatility models (Q3498562): Difference between revisions
From MaRDI portal
Latest revision as of 10:05, 28 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Path integral pricing of Asian options on state-dependent volatility models |
scientific article |
Statements
Path integral pricing of Asian options on state-dependent volatility models (English)
0 references
15 May 2008
0 references
path integral pricing
0 references
Asian options
0 references
state-dependent volatility models
0 references
0 references