Asian option pricing with orthogonal polynomials
Year of publication: |
2019
|
---|---|
Authors: | Willems, Sander |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 19.2019, 4, p. 605-618
|
Subject: | Asian option | Option pricing | Orthogonal polynomials | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
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