A note on the implied volatility of floating strike Asian options (Q2292064)
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scientific article; zbMATH DE number 7161604
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A note on the implied volatility of floating strike Asian options |
scientific article; zbMATH DE number 7161604 |
Statements
A note on the implied volatility of floating strike Asian options (English)
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31 January 2020
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floating strike Asian options
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Kirk's formula
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Malliavin calculus
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derivative operator in Malliavin calculus sense
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Skorohod integral
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0.8297487497329712
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0.824435293674469
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0.8109813332557678
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0.8038012981414795
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0.7963864803314209
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