Asymptotic solutions for Australian options with low volatility (Q4586320)
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scientific article; zbMATH DE number 6935845
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| default for all languages | No label defined |
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| English | Asymptotic solutions for Australian options with low volatility |
scientific article; zbMATH DE number 6935845 |
Statements
Asymptotic Solutions for Australian Options with Low Volatility (English)
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12 September 2018
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Asian options
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Australian options
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stochastic volatility
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asymptotic expansions
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0.8065894246101379
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0.7899437546730042
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0.7698362469673157
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0.7668396234512329
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0.7618499398231506
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