Mathematical modelling and analysis of Asian options with stochastic strike price (Q3225829)
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scientific article; zbMATH DE number 6017983
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| English | Mathematical modelling and analysis of Asian options with stochastic strike price |
scientific article; zbMATH DE number 6017983 |
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Mathematical modelling and analysis of Asian options with stochastic strike price (English)
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22 March 2012
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Asian option
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stochastic integral
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Black-Scholes equation
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Brownian motion
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option pricing
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0.7926784157752991
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0.7920658588409424
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0.7892007231712341
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0.7882214188575745
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0.7878523468971252
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