Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes (Q1754191)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes |
scientific article; zbMATH DE number 6876617
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes |
scientific article; zbMATH DE number 6876617 |
Statements
Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes (English)
0 references
30 May 2018
0 references
finance
0 references
Asian option
0 references
Markov process
0 references
continuous-time Markov chain
0 references
Laplace transform,
0 references
0 references
0.9315992
0 references
0 references
0.9106345
0 references
0.9019655
0 references
0.8906833
0 references
0.88147545
0 references
