Asian option as a fixed-point (Q721236)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Asian option as a fixed-point |
scientific article |
Statements
Asian option as a fixed-point (English)
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18 July 2018
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Asian option
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Markov-modulated
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regime-switching
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fixed-point
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floating-strike
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fixed-strike
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integrated geometric Brownian motion
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0.8094607591629028
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0.7991635203361511
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0.798855721950531
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0.7986516952514648
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0.797540545463562
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