Pricing and hedging of Asian options: Quasi-explicit solutions via Malliavin calculus (Q639362)
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scientific article; zbMATH DE number 5948621
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging of Asian options: Quasi-explicit solutions via Malliavin calculus |
scientific article; zbMATH DE number 5948621 |
Statements
Pricing and hedging of Asian options: Quasi-explicit solutions via Malliavin calculus (English)
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20 September 2011
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Asian options
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option pricing
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hedging
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Malliavin calculus
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