Browsing by Subject Asian option
Showing results 1 to 1 of 1
| Issue Date | Title | Author(s) |
|---|---|---|
| Jan-2024 | Locally risk minimizing pricing of Asian option in a semi-Markov modulated market | CHATTERJEE, BIHAN; GOSWAMI, ANINDYA; Overbeck, Ludger; Dept. of Mathematics |