CALCULATION OF ASIAN OPTIONS FOR THE BLACK–SCHOLES MODEL (Q5042915)
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scientific article; zbMATH DE number 7607763
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CALCULATION OF ASIAN OPTIONS FOR THE BLACK–SCHOLES MODEL |
scientific article; zbMATH DE number 7607763 |
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CALCULATION OF ASIAN OPTIONS FOR THE BLACK–SCHOLES MODEL (English)
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26 October 2022
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martingale
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stochastic integral
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financial strategy
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Wiener process
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hedging
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option value
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