No label defined (Q3195635)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | No label defined |
scientific article |
Statements
20 October 2015
0 references
option pricing
0 references
hedging
0 references
conditional Asian option
0 references
Asian option
0 references
Laplace transform inversion
0 references
asymptotic expansion
0 references
integral of geometric Brownian motion
0 references
occupation time
0 references
Lommel functions
0 references