Path integral pricing of outside barrier Asian options (Q1782519)
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scientific article; zbMATH DE number 6939627
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Path integral pricing of outside barrier Asian options |
scientific article; zbMATH DE number 6939627 |
Statements
Path integral pricing of outside barrier Asian options (English)
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20 September 2018
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Asian option
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outside barrier option
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Wiener integral
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0.8334234952926636
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0.8218145370483398
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0.8114797472953796
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0.8053451776504517
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0.7876477241516113
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