Pricing Asian options in a semimartingale model (Q4610222)
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scientific article; zbMATH DE number 7002117
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Asian options in a semimartingale model |
scientific article; zbMATH DE number 7002117 |
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Pricing Asian options in a semimartingale model (English)
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15 January 2019
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Asian options
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special semimartingales
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Lévy processes
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integro-differential equations
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