Asymptotic solutions for Australian options with low volatility
Sai Hung Marten Ting & Christian-Oliver Ewald
| Year of publication: |
2014
|
|---|---|
| Authors: | Ting, Sai Hung Marten ; Ewald, Christian-Oliver |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 21.2014, 5/6, p. 595-613
|
| Subject: | Asian options | Australian options | stochastic volatility | asymptotic expansions | Volatilität | Volatility | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Australien | Australia | Stochastischer Prozess | Stochastic process | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010500870