An analysis of Asian options (Q3601969)
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scientific article; zbMATH DE number 5506997
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An analysis of Asian options |
scientific article; zbMATH DE number 5506997 |
Statements
12 February 2009
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Asian options
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Black-Scholes
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elliptic-hyperbolic PDE
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noncommuting operators
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semigroup methods
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0.845505952835083
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0.8418412804603577
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0.841008186340332
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0.8378215432167053
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0.8246320486068726
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