A no-arbitrage pricing problem for arithmetic Asian options (Q2712485)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A no-arbitrage pricing problem for arithmetic Asian options |
scientific article |
Statements
25 July 2001
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backward stochastic differential equation
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nonlinear Feynman-Kac formula
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Girsanov theorem
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A no-arbitrage pricing problem for arithmetic Asian options (English)
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