SUBLEADING CORRECTION TO THE ASIAN OPTIONS VOLATILITY IN THE BLACK–SCHOLES MODEL (Q6095474)
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scientific article; zbMATH DE number 7735463
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | SUBLEADING CORRECTION TO THE ASIAN OPTIONS VOLATILITY IN THE BLACK–SCHOLES MODEL |
scientific article; zbMATH DE number 7735463 |
Statements
SUBLEADING CORRECTION TO THE ASIAN OPTIONS VOLATILITY IN THE BLACK–SCHOLES MODEL (English)
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8 September 2023
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asymptotic expansions
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Asian options
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time integral of the geometric Brownian motion
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0.8934098
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0.8842321
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0.8814132
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0.87885493
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0.87516403
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0.8705478
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