Arithmetic Asian options under stochastic delay models (Q2889598)
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scientific article; zbMATH DE number 6043667
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| English | Arithmetic Asian options under stochastic delay models |
scientific article; zbMATH DE number 6043667 |
Statements
Arithmetic Asian Options under Stochastic Delay Models (English)
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8 June 2012
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stochastic delay differential equations
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derivative pricing
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arithmetic Asian options
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comonotonicity
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0.8028205037117004
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0.8005986213684082
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0.7999654412269592
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