On constructive complex analysis in finance: Explicit formulas for Asian options (Q3616463)
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scientific article; zbMATH DE number 5532731
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| English | On constructive complex analysis in finance: Explicit formulas for Asian options |
scientific article; zbMATH DE number 5532731 |
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On constructive complex analysis in finance: Explicit formulas for Asian options (English)
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25 March 2009
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complex analytic methods and special functions in finance
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Asian options
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asymptotic expansions and series for Asian option valuation
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parabolic cylinder functions
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hypergeometric and confluent hypergeometric functions
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0.8141943216323853
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0.811164379119873
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0.8104914426803589
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0.8099501729011536
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