Pricing Asian options of discretely monitored geometric average in the regime-switching model (Q4620168)
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scientific article; zbMATH DE number 7015463
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| English | Pricing Asian options of discretely monitored geometric average in the regime-switching model |
scientific article; zbMATH DE number 7015463 |
Statements
Pricing Asian options of discretely monitored geometric average in the regime‐switching model (English)
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8 February 2019
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geometric Asian option
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discrete monitoring
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regime-switching
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option price
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delta
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0.8019903302192688
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0.7991635203361511
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0.7986199259757996
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0.7947955131530762
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