Short Maturity Asian Options in Local Volatility Models (Q2953946)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short Maturity Asian Options in Local Volatility Models |
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Short Maturity Asian Options in Local Volatility Models (English)
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11 January 2017
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Asian options
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short maturity
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local volatility
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large deviations
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variational problem
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