Functionals of exponential Brownian motion and divided differences (Q651098)
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scientific article; zbMATH DE number 5987765
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| default for all languages | No label defined |
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| English | Functionals of exponential Brownian motion and divided differences |
scientific article; zbMATH DE number 5987765 |
Statements
Functionals of exponential Brownian motion and divided differences (English)
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8 December 2011
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Brownian motion
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moments
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divided differences
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Asian options
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0.7503246665000916
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0.739526629447937
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0.71540367603302
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