Pricing Asian options via compound gamma and orthogonal polynomials (Q1659626)
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scientific article; zbMATH DE number 6923397
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Asian options via compound gamma and orthogonal polynomials |
scientific article; zbMATH DE number 6923397 |
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Pricing Asian options via compound gamma and orthogonal polynomials (English)
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22 August 2018
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Asian options
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orthogonal polynomials
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exotic options
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compound gamma distribution
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analytical approximation
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