Path integral pricing of wasabi option in the Black-Scholes model (Q1783050): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 08:05, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Path integral pricing of wasabi option in the Black-Scholes model |
scientific article |
Statements
Path integral pricing of wasabi option in the Black-Scholes model (English)
0 references
20 September 2018
0 references
cumulative Parisian option
0 references
path integral
0 references
wasabi option
0 references
