On Arithmetic-Average Asian Power Options: Closed Forms and Explicit Methods for Valuation (Q5169327)
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scientific article; zbMATH DE number 6319352
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Arithmetic-Average Asian Power Options: Closed Forms and Explicit Methods for Valuation |
scientific article; zbMATH DE number 6319352 |
Statements
On Arithmetic-Average Asian Power Options: Closed Forms and Explicit Methods for Valuation (English)
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22 July 2014
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geometric Brownian motion
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inverse Laplace transform
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