A general framework for pricing Asian options under Markov processes (Q3450459)
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scientific article; zbMATH DE number 6505211
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A general framework for pricing Asian options under Markov processes |
scientific article; zbMATH DE number 6505211 |
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A General Framework for Pricing Asian Options Under Markov Processes (English)
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6 November 2015
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finance
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asset pricing
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probability
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stochastic model applications
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0.8854966759681702
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0.8233432173728943
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0.8233432173728943
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0.8222193717956543
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0.8218963146209717
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