Analytical valuation for geometric Asian options in illiquid markets

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Publication:2150932

DOI10.1016/j.physa.2018.05.069zbMath1494.91159OpenAlexW2804925109MaRDI QIDQ2150932

Yong-Jun Liu, Wei-Guo Zhang, Zhe Li

Publication date: 30 June 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2018.05.069




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