A note on the implied volatility of floating strike Asian options (Q2292064)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the implied volatility of floating strike Asian options |
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A note on the implied volatility of floating strike Asian options (English)
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31 January 2020
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floating strike Asian options
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Kirk's formula
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Malliavin calculus
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derivative operator in Malliavin calculus sense
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Skorohod integral
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