Pricing for geometric average Asian options under time-dependent parameters

MaRDI QIDQ3501609zbMATH OpenFDO

Authors Xueqiao du, Mingxuan Shen

Publication date 3 June 2008

zbMATH Keywords

European options

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Signal detection and filtering (aspects of stochastic processes) (60G35)

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