Comment: "On approximating deep in-the-money Asian options under exponential Lévy Processes"
Year of publication: |
December 2015
|
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Authors: | Sun, Xianming ; Haesen, Dorien ; Vanmaele, Michèle |
Other Persons: | Tchuindjo, Léonard (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 35.2015, 12, p. 1220-1221
|
Subject: | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
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