Pricing arithmetic Asian and Amerasian options : a diffusion operator integral expansion approach
Kailin Ding, Zhenyu Cui, Xiaoguang Yang
| Year of publication: |
2023
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|---|---|
| Authors: | Ding, Kailin ; Cui, Zhenyu ; Yang, Xiaoguang |
| Subject: | American Asian options | Asian option | diffusion operator integral | series expansion | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Asien | Asia |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22387 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014293009