scientific article; zbMATH DE number 6848491

MaRDI QIDQ4606686zbMATH OpenFDO

Authors M. E. Alaei

Publication date 9 March 2018

Full work available at URL http://ajm.asj-oa.am/782/

zbMATH Keywords

Asian option for several futuresBlack-Scholes formula

Mathematics Subject Classification ID

PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Derivative securities (option pricing, hedging, etc.) (91G20)

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Cited in

(3)

• On the behavior of two types of expectations of a random process with log-normal distribution
• scientific article; zbMATH DE number 6848491 (Why is no real title available?)
• CALCULATION OF ASIAN OPTIONS FOR THE BLACK–SCHOLES MODEL

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