Path-dependent game options with Asian features (Q2128183)

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Path-dependent game options with Asian features
scientific article

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    title
    Path-dependent game options with Asian features (English)
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    author
    Peidong Guo
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    Jizhou Zhang
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    Qian Wang
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    publication date
    21 April 2022
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    zbMATH DE Number
    7511264
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    zbMATH Keywords
    game options
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    Asian features
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    American options
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    path dependent
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    OpenAlex ID
    W3095294881
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