Asian options and meromorphic Lévy processes
type: Item
instance of: scholarly article
title: Asian options and meromorphic Lévy processes
zbMATH Open document ID: 1307.60058
published in: Finance and Stochastics
publication date: 2015-02-06T00:00:00Z
full work available at URL: https://arxiv.org/abs/1305.0725
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 65C50
zbMATH DE Number: 6399109
zbMATH Keywords: meromorphic Lévy processes
zbMATH Keywords: Asian options
zbMATH Keywords: hyper-exponential process
zbMATH Keywords: Mellin transform
author: Daniel Hackmann
author: Alexey Kuznetsov
MaRDI profile type: Publication
OpenAlex ID: W1972106190
arXiv ID: 1305.0725
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DOI: 10.1007/S00780-014-0237-8
description: scientific article