Path integral pricing of wasabi option in the Black-Scholes model (Q1783050)
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scientific article; zbMATH DE number 6940180
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| English | Path integral pricing of wasabi option in the Black-Scholes model |
scientific article; zbMATH DE number 6940180 |
Statements
Path integral pricing of wasabi option in the Black-Scholes model (English)
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20 September 2018
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cumulative Parisian option
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path integral
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wasabi option
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0.7882932424545288
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0.7815013527870178
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0.7765219807624817
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0.748980700969696
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0.7403016090393066
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