A comparison of European and Asian options under Markov additive processes (Q6322129)
From MaRDI portal
scientific article; zbMATH DE number 900382303
Language | Label | Description | Also known as |
---|---|---|---|
English | A comparison of European and Asian options under Markov additive processes |
scientific article; zbMATH DE number 900382303 |
Statements
15 July 2019
0 references
math.PR
0 references