Path integral pricing of Asian options on state-dependent volatility models (Q3498562): Difference between revisions
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Revision as of 12:30, 5 March 2024
scientific article
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English | Path integral pricing of Asian options on state-dependent volatility models |
scientific article |
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Path integral pricing of Asian options on state-dependent volatility models (English)
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15 May 2008
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path integral pricing
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Asian options
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state-dependent volatility models
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