Locally risk minimizing pricing of Asian option in a semi-Markov modulated market
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Publication:6131986
DOI10.1080/07362994.2023.2295246OpenAlexW4390675085MaRDI QIDQ6131986FDOQ6131986
Authors: Anindya Goswami, L. Overbeck 
Publication date: 18 April 2024
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2023.2295246
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