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5 research outputs found
Closed-Form Expansions of Discretely Monitored Asian Options in Diffusion Models
Author
Andersen L
Andreasen J
+26 more
Carverhill A
Chao Shi
Chenxu Li
Fu MC
Fusai G
Geman H
Hagan PS
Ikeda N
Ju N
Karlin S
Kloeden PE
Kou SG
Kunita H
Kunitomo N
Lewis AL
Li L
Linetsky V
Malliavin P
Ning Cai
Nualart D
Peccati G
Pilipovic D
Shreve SE
Takahashi A
Večeř J
Yoshida N
Publication venue
'Institute for Operations Research and the Management Sciences (INFORMS)'
Publication date
Field of study
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