Pricing for geometric average Asian options with time-dependent parameters in the jump-diffusion process (Q4926714)
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scientific article; zbMATH DE number 6178937
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| default for all languages | No label defined |
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| English | Pricing for geometric average Asian options with time-dependent parameters in the jump-diffusion process |
scientific article; zbMATH DE number 6178937 |
Statements
20 June 2013
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Asian options
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geometric average
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put-call parity
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jump-diffusion model
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0.8884525895118713
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0.8280215859413147
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0.8181431889533997
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