Pricing bounds and approximations for discrete arithmetic Asian options under time-changed Lévy processes (Q4554509)
From MaRDI portal
scientific article; zbMATH DE number 6979538
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing bounds and approximations for discrete arithmetic Asian options under time-changed Lévy processes |
scientific article; zbMATH DE number 6979538 |
Statements
Pricing bounds and approximations for discrete arithmetic Asian options under time-changed Lévy processes (English)
0 references
14 November 2018
0 references
time-changed Lévy processes
0 references
arithmetic Asian options
0 references
conditioning variable approach
0 references
partially exact and bounded approximations
0 references
0 references
0 references
0 references
