Asian options and meromorphic Lévy processes
Year of publication: |
2014
|
---|---|
Authors: | Hackmann, D. ; Kuznetsov, A. |
Published in: |
Finance and Stochastics. - Springer. - Vol. 18.2014, 4, p. 825-844
|
Publisher: |
Springer |
Subject: | Asian option | Meromorphic process | Hyper-exponential process | Exponential functional | Mellin transform | Gamma function |
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