Pricing Asian option under mixed jump-fraction process (Q4640414)
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scientific article; zbMATH DE number 6874297
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Asian option under mixed jump-fraction process |
scientific article; zbMATH DE number 6874297 |
Statements
25 May 2018
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mixed jump-fraction process
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geometric average Asian option
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partial differential equation
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Pricing Asian option under mixed jump-fraction process (English)
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