Path-dependent game options with Asian features
From MaRDI portal
Publication:2128183
DOI10.1016/j.chaos.2020.110412zbMath1496.91084MaRDI QIDQ2128183
Jizhou Zhang, Qian Wang, Peidong Guo
Publication date: 21 April 2022
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2020.110412
91G20: Derivative securities (option pricing, hedging, etc.)