Laguerre Series for Asian and Other Options (Q2707158)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Laguerre Series for Asian and Other Options |
scientific article |
Statements
Laguerre Series for Asian and Other Options (English)
0 references
29 March 2001
0 references
option pricing
0 references
Asian option
0 references
reciprocal Asian option
0 references
geometric Brownian motion
0 references
