Approximations for Asian options in local volatility models (Q455879)
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scientific article; zbMATH DE number 6097318
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximations for Asian options in local volatility models |
scientific article; zbMATH DE number 6097318 |
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Approximations for Asian options in local volatility models (English)
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22 October 2012
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option pricing
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analytical approximation
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Asian option
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local volatility
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hypoelliptic equation
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