Path integral approach to Asian options in the...

Physica A: Statistical Mechanics and its Applications 2010 Vol. 389; Iss. 4

Path integral approach to Asian options in the Black–Scholes model

J.P.A. Devreese, D. Lemmens, J. Tempere
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Volume:
389
Year:
2010
Language:
english
Pages:
9
DOI:
10.1016/j.physa.2009.10.020
File:
PDF, 940 KB
english, 2010
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