Valuation of Continuous Asian Options: Comparison of Laplace Transform Inversion method with Monte Carlo Simulation,Used

Valuation of Continuous Asian Options: Comparison of Laplace Transform Inversion method with Monte Carlo Simulation,Used

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SKU: DADAX3845407689
Brand: LAP Lambert Academic Publishing
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One of the most exciting areas in finance consists in the challenging problem of finding among various approaches the most accurate methodology for pricing derivative instruments. This book investigates the analytical methods available for pricing Asian options in particular. It will be of a great interest not only to students and researchers in the subject of asset pricing but across the field of mathematical finance.

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This product may contain chemicals known to the State of California to cause cancer, birth defects, or other reproductive harm.

For more information, please visit www.P65Warnings.ca.gov.

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