scientific article; zbMATH DE number 6178937

zbMATH Open1274.91445MaRDI QIDQ4926714

Hongna Wang

Publication date: 20 June 2013

Title of this publication is not available (Why is that?)

zbMATH Keywords

put-call parityAsian optionsjump-diffusion modelgeometric average

Mathematics Subject Classification ID

Diffusion processes (60J60) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (5)

Title not available (Why is that?) ⋮ Title not available (Why is that?) ⋮ Title not available (Why is that?) ⋮ Estimation of ask and bid prices for geometric Asian options ⋮ Title not available (Why is that?)

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