Short Maturity Forward Start Asian Options in Local Volatility Models

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Publication:5241901

DOI10.1080/1350486X.2019.1584533zbMath1426.91274arXiv1710.03160WikidataQ127401027 ScholiaQ127401027MaRDI QIDQ5241901

Lingjiong Zhu, Jing Wang, Dan Pirjol

Publication date: 4 November 2019

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.03160




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