Discrete sums of geometric Brownian motions, annuities and Asian options (Q2520429)
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scientific article; zbMATH DE number 6662945
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Discrete sums of geometric Brownian motions, annuities and Asian options |
scientific article; zbMATH DE number 6662945 |
Statements
Discrete sums of geometric Brownian motions, annuities and Asian options (English)
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13 December 2016
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sum of geometric Brownian motions
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stochastic recurrence equations
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geometric stopping
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annuities
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Asian options
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exponential Lévy processes
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0.7990507483482361
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0.7675412893295288
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0.7662205696105957
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0.7656790614128113
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0.7475561499595642
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