Moments of integrated exponential Lévy processes and applications to Asian options pricing (Q5039631)
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scientific article; zbMATH DE number 7595444
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| English | Moments of integrated exponential Lévy processes and applications to Asian options pricing |
scientific article; zbMATH DE number 7595444 |
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Moments of integrated exponential Lévy processes and applications to Asian options pricing (English)
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30 September 2022
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Asian options
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exact simulation
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Lévy processes
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moment-based approximations
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0.90811193
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0.90748256
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0.9051659
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0.8943735
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0.89353245
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0.8895059
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0.88768464
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0.88601744
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