On the pricing of Asian options with geometric average of American type with stochastic interest rate: A stochastic optimal control approach
Author:
Teresa V. Martínez-Palacios María, ,Hernández-Del-Valle Adrián,Ortiz-Ramírez Ambrosio
Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability,Applied Mathematics,Modeling and Simulation,Statistics and Probability