Approximations for Asian options in local volatility models (Q455879)
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scientific article; zbMATH DE number 6097318
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| default for all languages | No label defined |
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| English | Approximations for Asian options in local volatility models |
scientific article; zbMATH DE number 6097318 |
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Approximations for Asian options in local volatility models (English)
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22 October 2012
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option pricing
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analytical approximation
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Asian option
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local volatility
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hypoelliptic equation
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0.8492846488952637
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0.8475208282470703
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0.844858705997467
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0.8360778093338013
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0.8340241312980652
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