Valuing vulnerable geometric Asian options (Q2006638)

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Valuing vulnerable geometric Asian options
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    Statements

    title
    Valuing vulnerable geometric Asian options (English)
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    author
    Junkee Jeon
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    Ji-Hun Yoon
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    Myungjoo Kang
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    publication date
    11 October 2020
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    zbMATH Keywords
    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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    Identifiers

    zbMATH DE Number
    7258780
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    OpenAlex ID
    W2278012108
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