Some asymptotics for short maturity Asian options Preprint

Shoshi, Humayra, SenGupta, Indranil. (2023). Some asymptotics for short maturity Asian options .

cited authors

  • Shoshi, Humayra; SenGupta, Indranil

authors

publication date

  • February 10, 2023

webpage

keywords

  • 60G51, 60F10
  • math.PR
  • q-fin.MF
  • q-fin.PR