Asymptotics for the discrete-time average of the geometric Brownian motion and Asian options (Q5233177)
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scientific article; zbMATH DE number 7105408
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for the discrete-time average of the geometric Brownian motion and Asian options |
scientific article; zbMATH DE number 7105408 |
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Asymptotics for the discrete-time average of the geometric Brownian motion and Asian options (English)
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16 September 2019
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Asian option
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central limit theorem
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Berry-Esseen bound
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large deviations
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