A different approach for pricing Asian options
type: Item
instance of: scholarly article
title: A different approach for pricing Asian options
zbMATH Open document ID: 1154.91438
author: J. M. González-Rodríguez
author: D. I. Cruz-Báez
published in: Applied Mathematics Letters
publication date: 2008-12-10T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60J70
Mathematics Subject Classification ID: 44A10
zbMATH DE Number: 5380072
zbMATH Keywords: option pricing
zbMATH Keywords: Asian arithmetic option
zbMATH Keywords: Laplace transform
zbMATH Keywords: Mathematica
describes a project that uses: Mathematica
MaRDI profile type: Publication
full work available at URL: j.aml.2007.03.016
OpenAlex ID: W1986010345
cites work: The pricing of options and corporate liabilities
cites work: Bessel Processes, the Integral of Geometric Brownian Motion, and Asian Options
cites work: Q5827353
cites work: BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
cites work: Q3215519
DOI: 10.1016/J.AML.2007.03.016
description: scientific article; zbMATH DE number 5380072