Asymptotic approach to the pricing of geometric Asian options under the CEV model (Q2410444)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic approach to the pricing of geometric Asian options under the CEV model |
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Asymptotic approach to the pricing of geometric Asian options under the CEV model (English)
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18 October 2017
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geometric Asian option
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constant elasticity of variance
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asymptotics
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option pricing
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