Arithmetic average options in the hyperbolic model (Q4462529)
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scientific article; zbMATH DE number 2066094
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arithmetic average options in the hyperbolic model |
scientific article; zbMATH DE number 2066094 |
Statements
18 May 2004
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Asian Option
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hyperbolic distribution
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Quasi-Monte Carlo methods
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Esscher transform
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Arithmetic average options in the hyperbolic model (English)
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