A recursive method for discretely monitored geometric Asian option prices (Q2812471)
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scientific article; zbMATH DE number 6594399
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A recursive method for discretely monitored geometric Asian option prices |
scientific article; zbMATH DE number 6594399 |
Statements
16 June 2016
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discrete monitoring
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geometric Asian option
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Heston model
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generalized Fourier transform
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A recursive method for discretely monitored geometric Asian option prices (English)
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