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1 Ergebnisse
1
Pricing of Arithmetic Asian Options under Stochastic Volati..:
Chih-Chen Hsu
;
Chung-Gee Lin
;
Tsung-Jung Kuo
https://www.mdpi.com/2227-7390/8/12/2251. , 2020
Link:
https://doi.org/10.3390/math8122251
RT Journal T1
Pricing of Arithmetic Asian Options under Stochastic Volatility Dynamics: Overcoming the Risks of High-Frequency Trading
UL https://suche.suub.uni-bremen.de/peid=base-ftdoajarticles:oai:doaj.org_article:d63b0a80570f4724921927742c17311c&Exemplar=1&LAN=DE A1 Chih-Chen Hsu A1 Chung-Gee Lin A1 Tsung-Jung Kuo PB MDPI AG YR 2020 K1 Asian option K1 Taylor series expansion technique K1 forward starting K1 high-frequency trading K1 stochastic volatility K1 Mathematics K1 QA1-939 JF https://www.mdpi.com/2227-7390/8/12/2251 LK http://dx.doi.org/https://doi.org/10.3390/math8122251 DO https://doi.org/10.3390/math8122251 SF ELIB - SuUB Bremen
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