Essentially exact asymptotic solutions for Asian derivatives (Q2888863)
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scientific article; zbMATH DE number 6042681
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Essentially exact asymptotic solutions for Asian derivatives |
scientific article; zbMATH DE number 6042681 |
Statements
Essentially exact asymptotic solutions for Asian derivatives (English)
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4 June 2012
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Asian options
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option pricing
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matched asymptotic expansions
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financial derivatives
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0.8903023
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0.8726551
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0.8722443
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0.8719969
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0.8564902
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0.85507214
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0.8484713
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0.8475306
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