Arithmetic Asian Options under Stochastic Delay Models (Q2889598)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arithmetic Asian Options under Stochastic Delay Models |
scientific article |
Statements
Arithmetic Asian Options under Stochastic Delay Models (English)
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8 June 2012
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stochastic delay differential equations
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derivative pricing
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arithmetic Asian options
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comonotonicity
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