A general framework for pricing Asian options under Markov processes
Ning Cai; Yingda Song; Steven Kou
| Year of publication: |
2015
|
|---|---|
| Authors: | Cai, Ning ; Song, Yingda ; Kou, Steven |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 63.2015, 3, p. 540-554
|
| Subject: | finance | asset pricing | probability | stochastic model applications | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Optionsgeschäft | Option trading | Markov-Kette | Markov chain | CAPM | Wahrscheinlichkeitsrechnung | Probability theory |
| 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/10011292278