Arithmetic Asian Options under Stochastic Delay Models (Q2889598)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Arithmetic Asian Options under Stochastic Delay Models |
scientific article; zbMATH DE number 6043667
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arithmetic Asian Options under Stochastic Delay Models |
scientific article; zbMATH DE number 6043667 |
Statements
Arithmetic Asian Options under Stochastic Delay Models (English)
0 references
8 June 2012
0 references
stochastic delay differential equations
0 references
derivative pricing
0 references
arithmetic Asian options
0 references
comonotonicity
0 references
0 references
0 references
