Another look at the integral of exponential Brownian motion and the pricing of Asian options
Year of publication: |
October 2016
|
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Authors: | Lyasoff, Andrew |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 20.2016, 4, p. 1061-1096
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Subject: | Exponential Brownian motion | Random environment | Asian options | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process | Asien | Asia |
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