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Pricing and hedging of Asian options : quasi-explicit solutions via Malliavin calculus

Zhaojun Yang

Publication Data

Title Pricing and hedging of Asian options : quasi-explicit solutions via Malliavin calculus
Author Zhaojun Yang
Contributors Christian-Oliver Ewald, Olaf Menkens, Olaf Menkens
Publisher CRIEFF
Publication date 2009
Publication location St. Andrews
Language English

Topics

Options (Finance) :: Asia
Hedging (Finance)
Malliavin calculus

Catalogue Data

OBNB ID GBB003572
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.6453

ISBD

P1053 32 p.
P1042 Includes bibliographical references.

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Pricing and hedging of Asian options : quasi-explicit solutions via Malliavin calculus by Zhaojun Yang. Published by CRIEFF in 2009. Publication and catalogue information, links to buy online and reader comments.