Asian options and meromorphic Lévy processes (Q2255010)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asian options and meromorphic Lévy processes |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asian options and meromorphic Lévy processes |
scientific article |
Statements
Asian options and meromorphic Lévy processes (English)
0 references
6 February 2015
0 references
meromorphic Lévy processes
0 references
Asian options
0 references
hyper-exponential process
0 references
Mellin transform
0 references