Pricing of Discretely Sampled Arithmetic Asian Options Under the Hull-White Interest Rate Model
Year of publication: |
[2023]
|
---|---|
Authors: | Kim, Bara ; Kim, Jeongsim ; Lee, Jinyoung ; Yoon, Hyungkuk |
Publisher: |
[S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process |
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