Path integral pricing of outside barrier Asian options (Q1782519)
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scientific article; zbMATH DE number 6939627
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Path integral pricing of outside barrier Asian options |
scientific article; zbMATH DE number 6939627 |
Statements
Path integral pricing of outside barrier Asian options (English)
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20 September 2018
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Asian option
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outside barrier option
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Wiener integral
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