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Option pricing of geometric Asian options in a subdiffusive Brownian motion regime - MaRDI portal

Option pricing of geometric Asian options in a subdiffusive Brownian motion regime (Q2129903)

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Option pricing of geometric Asian options in a subdiffusive Brownian motion regime
scientific article

    Statements

    title
    Option pricing of geometric Asian options in a subdiffusive Brownian motion regime (English)
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    author
    Zhidong Guo
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    Xianhong Wang
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    Yun-Liang Zhang
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    publication date
    25 April 2022
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    zbMATH Keywords
    hedging
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    option pricing
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    subdiffusive process
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    Asian option
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    Identifiers

    zbMATH DE Number
    7513010
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    OpenAlex ID
    W3036640248
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    DOI
    10.3934/MATH.2020342
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