MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL...

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International Journal of Theoretical and Applied Finance 2018 / 05

MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL VOLATILITY MODELS

ARGUIN, LOUIS-PIERRE, LIU, NIEN-LIN, WANG, TAI-HO
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Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024918500292
Date:
May, 2018
File:
PDF, 408 KB
english, 2018
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