A comparison of European and Asian options under Markov additive processes (Q6322129)

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scientific article; zbMATH DE number 900382303
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A comparison of European and Asian options under Markov additive processes
scientific article; zbMATH DE number 900382303

    Statements

    publication date
    15 July 2019
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    arXiv classification
    math.PR
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    author
    David Woodford
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    Larbi Alili
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    Identifiers

    arXiv ID
    1907.06596
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    Mathematics Subject Classification ID
    60J75
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    91B70
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    60G99
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    91G20
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