MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL VOLATILITY MODELS (Q4584697)
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scientific article; zbMATH DE number 6931439
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL VOLATILITY MODELS |
scientific article; zbMATH DE number 6931439 |
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MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL VOLATILITY MODELS (English)
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4 September 2018
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Asian option pricing
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asymptotic expansion
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exotic option
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large deviation theory
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most-likely-path
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