Asian options and meromorphic Lévy processes (Q2255010)
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scientific article; zbMATH DE number 6399109
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Asian options and meromorphic Lévy processes |
scientific article; zbMATH DE number 6399109 |
Statements
Asian options and meromorphic Lévy processes (English)
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6 February 2015
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meromorphic Lévy processes
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Asian options
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hyper-exponential process
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Mellin transform
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0.8320692777633667
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0.8205199837684631
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0.8194486498832703
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0.8184217214584351
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