Mathematical modelling and analysis of Asian options with stochastic strike price (Q3225829)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mathematical modelling and analysis of Asian options with stochastic strike price |
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Mathematical modelling and analysis of Asian options with stochastic strike price (English)
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22 March 2012
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Asian option
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stochastic integral
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Black-Scholes equation
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Brownian motion
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option pricing
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