2010/07/28 by D. Lemmens, Liyu Liang, L.Z.J. Liang +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Applied mathematics #Asian option #Binomial options pricing model #Distribution (mathematics) #Econometrics #Economics #Financial Markets and Investment Strategies #Financial Risk and Volatility Modeling #Inverse Gaussian distribution #Lévy process #Mathematical analysis #Mathematical economics #Mathematics #Monte Carlo method #Statistics #Stochastic processes and financial applications #Upper and lower bounds #Valuation of options #Variance (accounting) #Variance-gamma distribution
paper · doi:10.1016/j.physa.2010.07.026
openalex publication_date 2010/07/28 · crossref created 2010/07/28 · crossref issued 2010/11/01 · crossref published 2010/11/01 · crossref published-print 2010/11/01 · crossref deposited 2018/12/09 · openalex created_date 2025/10/10 · crossref indexed 2026/04/01 · openalex updated_date 2026/07/23