Efficient and accurate quadratic approximation methods for pricing Asian strike options (Q3005363)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Efficient and accurate quadratic approximation methods for pricing Asian strike options
scientific article

    Statements

    Efficient and accurate quadratic approximation methods for pricing Asian strike options (English)
    0 references
    0 references
    0 references
    7 June 2011
    0 references
    Asian options
    0 references
    derivatives pricing
    0 references
    value at risk
    0 references
    genetic algorithms
    0 references
    wavelets in finance
    0 references

    Identifiers