A General Framework for Pricing Asian Options Under Markov Processes (Q3450459)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A General Framework for Pricing Asian Options Under Markov Processes |
scientific article |
Statements
A General Framework for Pricing Asian Options Under Markov Processes (English)
0 references
6 November 2015
0 references
finance
0 references
asset pricing
0 references
probability
0 references
stochastic model applications
0 references