PRICING ASIAN OPTIONS WITH CORRELATORS (Q5061498)
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scientific article; zbMATH DE number 7488288
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING ASIAN OPTIONS WITH CORRELATORS |
scientific article; zbMATH DE number 7488288 |
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PRICING ASIAN OPTIONS WITH CORRELATORS (English)
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11 March 2022
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Asian option
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option pricing
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Greeks
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orthogonal polynomials
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Hermite polynomials
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polynomial jump-diffusion process
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correlators
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