Pricing and hedging short-maturity Asian options in local volatility models

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Kim, Jaehyun, Park, Hyungbin, Park, Jonghwa
Format:	Preprint
Published:	2019
Subjects:	Mathematical Finance
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/1911.12944