Asymptotics for the discrete-time average of the geometric Brownian motion and Asian options (Q5233177)

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scientific article; zbMATH DE number 7105408
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Asymptotics for the discrete-time average of the geometric Brownian motion and Asian options
scientific article; zbMATH DE number 7105408

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    Asymptotics for the discrete-time average of the geometric Brownian motion and Asian options (English)
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    16 September 2019
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    Asian option
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    central limit theorem
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    Berry-Esseen bound
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    large deviations
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