학술논문

ON CONSTRUCTIVE COMPLEX ANALYSIS IN FINANCE: EXPLICIT FORMULAS FOR ASIAN OPTIONS.
Document Type
Article
Source
Quarterly of Applied Mathematics; Dec2008, Vol. 66 Issue 4, p633-658, 26p, 4 Charts
Subject
OPTIONS (Finance)
HERMITE polynomials
MATHEMATICAL functions
INTEGRALS
ASYMPTOTIC expansions
NUMERICAL analysis
Language
ISSN
0033569X
Abstract
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