Valuing vulnerable geometric Asian options (Q2006638): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:31, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuing vulnerable geometric Asian options |
scientific article |
Statements
Valuing vulnerable geometric Asian options (English)
0 references
11 October 2020
0 references
vulnerable option
0 references
geometric Asian option
0 references
double Mellin transform
0 references
time-dependent coefficients
0 references
