Asian Options Under One-Sided Lévy Models (Q5299562)
From MaRDI portal
scientific article; zbMATH DE number 6181231
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asian Options Under One-Sided Lévy Models |
scientific article; zbMATH DE number 6181231 |
Statements
Asian Options Under One-Sided Lévy Models (English)
0 references
26 June 2013
0 references
Asian option
0 references
Lévy process
0 references
exponential functional
0 references
hypergeometric-type function
0 references
