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scientific article; zbMATH DE number 7602869
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scientific article; zbMATH DE number 7602869

    Statements

    author
    Kittisak Chumpong
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    Khamron Mekchay
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    Sanae Rujivan
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    N. Thamrongrat
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    publication date
    18 October 2022
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    zbMATH Keywords
    moment swaps
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    discrete sampling
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    Black-Scholes model
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    time-dependent parameters
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    Identifiers

    zbMATH DE Number
    7602869
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