Pricing Asian option under mixed jump-fraction process (Q4640414)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6874297
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing Asian option under mixed jump-fraction process |
scientific article; zbMATH DE number 6874297 |
Statements
25 May 2018
0 references
mixed jump-fraction process
0 references
geometric average Asian option
0 references
partial differential equation
0 references
Pricing Asian option under mixed jump-fraction process (English)
0 references
0.8623790740966797
0 references
0.8534672260284424
0 references
0.8440455794334412
0 references
