Valuing vulnerable geometric Asian options (Q2006638): Difference between revisions
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Revision as of 18:06, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuing vulnerable geometric Asian options |
scientific article |
Statements
Valuing vulnerable geometric Asian options (English)
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11 October 2020
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vulnerable option
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geometric Asian option
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double Mellin transform
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time-dependent coefficients
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