Analytical solution for an arithmetic Asian option using Mellin transforms (Q2906109)
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scientific article; zbMATH DE number 6073385
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| default for all languages | No label defined |
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| English | Analytical solution for an arithmetic Asian option using Mellin transforms |
scientific article; zbMATH DE number 6073385 |
Statements
28 August 2012
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partial differential equations
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arithmetic Asian option
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Mellin transform
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Analytical solution for an arithmetic Asian option using Mellin transforms (English)
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0.8910360336303711
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0.8715546131134033
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0.8604941368103027
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0.8541303873062134
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0.8509159088134766
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