Video library: Dmitry Muravey, The value of Asian options in the Black--Scholes model: PDE approach

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International conference "Advanced Finance and Stochastics"
June 28, 2013 13:30–13:50, Moscow, Steklov Mathematical Institute of RAS

The value of Asian options in the Black–Scholes model: PDE approach

Dmitry Muravey

Central Economics and Mathematics Institute, Russia

*Supplementary materials:*
	Adobe PDF	1.0 Mb

Supplementary materials:

7116.pdf (1.0 Mb)

Language: English