A different approach for pricing Asian options (Q958901): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bessel Processes, the Integral of Geometric Brownian Motion, and Asian Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5827353 / rank
 
Normal rank
Property / cites work
 
Property / cites work: BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3215519 / rank
 
Normal rank

Latest revision as of 21:28, 28 June 2024

scientific article
Language Label Description Also known as
English
A different approach for pricing Asian options
scientific article

    Statements

    A different approach for pricing Asian options (English)
    0 references
    10 December 2008
    0 references
    option pricing
    0 references
    Asian arithmetic option
    0 references
    Laplace transform
    0 references
    Mathematica
    0 references

    Identifiers