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  • Search: subject:"Conditional Asian options"
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ARCH model 1 ARCH-Modell 1 Asia 1 Asien 1 Conditional Asian options 1 Large deviations 1 Local volatility 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Short maturity 1 Variational problem 1 Volatility 1 Volatilität 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Ling, Zhichao 1 Xiao, Mingqing 1 Yao, Nian 1 Zhang, Jieyu 1
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Mathematics and financial economics 1
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Short maturity conditional Asian options in local volatility models
Yao, Nian; Ling, Zhichao; Zhang, Jieyu; Xiao, Mingqing - In: Mathematics and financial economics 14 (2020) 2, pp. 307-328
Persistent link: https://www.econbiz.de/10012240287
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