Computable Error Bounds of Laplace Inversion for Pricing Asian Options (Q5137949)
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scientific article; zbMATH DE number 7281464
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computable Error Bounds of Laplace Inversion for Pricing Asian Options |
scientific article; zbMATH DE number 7281464 |
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Computable Error Bounds of Laplace Inversion for Pricing Asian Options (English)
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3 December 2020
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discretely monitored Asian options
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continuously monitored Asian options
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continuous-time Markov chains
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Laplace inversion
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