Valuing vulnerable geometric Asian options (Q2006638)
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: Valuing vulnerable geometric Asian options |
scientific article; zbMATH DE number 7258780
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuing vulnerable geometric Asian options |
scientific article; zbMATH DE number 7258780 |
Statements
Valuing vulnerable geometric Asian options (English)
0 references
11 October 2020
0 references
vulnerable option
0 references
geometric Asian option
0 references
double Mellin transform
0 references
time-dependent coefficients
0 references
0 references
