On the Valuation of Discrete Asian Options in High Volatility Environments (Q5041837)
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scientific article; zbMATH DE number 7603401
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Valuation of Discrete Asian Options in High Volatility Environments |
scientific article; zbMATH DE number 7603401 |
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On the Valuation of Discrete Asian Options in High Volatility Environments (English)
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18 October 2022
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discrete Asian options
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high volatility
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Heston model
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Monte Carlo valuation
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