The pricing of Asian options under stochastic interest rates (Q4342180)
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scientific article; zbMATH DE number 1028953
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The pricing of Asian options under stochastic interest rates |
scientific article; zbMATH DE number 1028953 |
Statements
The pricing of Asian options under stochastic interest rates (English)
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3 July 1997
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forward risk adjusted measure
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stochastic interest rates
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pricing of Asian options
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Monte Carlo simulation
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0.8681599497795105
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0.8383540511131287
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0.8366680145263672
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