A Transform-Based Method for Pricing Asian Options under General Two-Dimensional Models
Year of publication: |
[2023]
|
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Authors: | Zhang, Weinan ; Zeng, Pingping |
Publisher: |
[S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
Extent: | 1 Online-Ressource (34 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 12, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4446037 [DOI] |
Classification: | C00 - Mathematical and Quantitative Methods. General ; C63 - Computational Techniques ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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