Analytical valuation for geometric Asian options in illiquid markets (Q2150932)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical valuation for geometric Asian options in illiquid markets |
scientific article |
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Analytical valuation for geometric Asian options in illiquid markets (English)
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30 June 2022
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Asian options
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option pricing
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market liquidity
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partial differential equations
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Monte Carlo simulation
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