Closed-form expansion, conditional expectation, and option valuation (Q5169711)
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scientific article; zbMATH DE number 6316375
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| default for all languages | No label defined |
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| English | Closed-form expansion, conditional expectation, and option valuation |
scientific article; zbMATH DE number 6316375 |
Statements
Closed-Form Expansion, Conditional Expectation, and Option Valuation (English)
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11 July 2014
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asymptotic expansion
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diffusion
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option pricing
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conditional expectation
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iterated stochastic integral
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0.7751075029373169
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0.7617888450622559
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0.7557999491691589
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0.7544216513633728
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