Option pricing of geometric Asian options in a subdiffusive Brownian motion regime (Q2129903)
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scientific article; zbMATH DE number 7513010
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option pricing of geometric Asian options in a subdiffusive Brownian motion regime |
scientific article; zbMATH DE number 7513010 |
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Option pricing of geometric Asian options in a subdiffusive Brownian motion regime (English)
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25 April 2022
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hedging
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option pricing
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subdiffusive process
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Asian option
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0.870854377746582
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0.8594135642051697
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0.8418106436729431
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0.8382888436317444
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