Asian options and meromorphic Lévy processes
Year of publication: |
2014
|
---|---|
Authors: | Hackmann, Daniel ; Kuznetsov, Alexey |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 18.2014, 4, p. 825-844
|
Subject: | Asian option | Meromorphic process | Hyper-exponential process | Exponential functional | Mellin transform | Gamma function | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
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