Conditional Asian options
Runhuan Feng; Hans W. Volkmer
| Year of publication: |
2015
|
|---|---|
| Authors: | Feng, Runhuan ; Volkmer, Hans W. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 18.2015, 6, p. 1-24
|
| Subject: | Option pricing | hedging | conditional Asian option | Asian option | Laplace transform inversion | asymptotic expansion | integral of geometric Brownian motion | occupation time | Lommel functions | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Hedging | Stochastischer Prozess | Stochastic process | Asien | Asia |
| Extent: | graph. Darst. |
|---|---|
| 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/10011403926