Some asymptotics for short maturity Asian options (Q6426097)

From MaRDI portal
scientific article; zbMATH DE number 900579668
Language Label Description Also known as
English
Some asymptotics for short maturity Asian options
scientific article; zbMATH DE number 900579668

    Statements

    10 February 2023
    0 references
    q-fin.PR
    0 references
    math.PR
    0 references
    q-fin.MF
    0 references
    0 references
    0 references

    Identifiers

    0 references