Prices and sensitivities of Asian options: A survey (Q939350)
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scientific article; zbMATH DE number 5315274
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prices and sensitivities of Asian options: A survey |
scientific article; zbMATH DE number 5315274 |
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Prices and sensitivities of Asian options: A survey (English)
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22 August 2008
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Asian options
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Greeks
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Malliavin calculus
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Laplace transforms
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