General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options (Q2806817)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options |
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General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options (English)
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19 May 2016
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arithmetic Asian options
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CEV diffusion
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stochastic volatility models
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Lévy processes
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discrete average
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continuous average
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Fourier transform
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