Path integral pricing of Asian options on state-dependent volatility models (Q3498562)
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scientific article; zbMATH DE number 5275910
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Path integral pricing of Asian options on state-dependent volatility models |
scientific article; zbMATH DE number 5275910 |
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Path integral pricing of Asian options on state-dependent volatility models (English)
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15 May 2008
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path integral pricing
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Asian options
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state-dependent volatility models
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0.8218145370483398
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0.8217917084693909
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0.8212986588478088
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0.8204131722450256
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0.818977952003479
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