A different approach for pricing Asian options (Q958901)
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scientific article; zbMATH DE number 5380072
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A different approach for pricing Asian options |
scientific article; zbMATH DE number 5380072 |
Statements
A different approach for pricing Asian options (English)
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10 December 2008
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option pricing
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Asian arithmetic option
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Laplace transform
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Mathematica
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0.8602184653282166
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0.8542057871818542
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0.8359823822975159
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