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Applied Mathematical Finance
Volume 28, 2021 - Issue 6
Research Article
On the Valuation of Discrete Asian Options in High Volatility Environments
Sascha Desmettrea Institute of Financial Mathematics and Applied Number Theory, Johannes Kepler University (JKU) Linz, Linz, AustriaCorrespondence[email protected]
https://orcid.org/0000-0002-2084-9496View further author information
https://orcid.org/0000-0002-2084-9496View further author information & Jörg Wenzelb Department of Financial Mathematics, Fraunhofer Institute for Industrial Mathematics (ITWM), Kaiserslautern, Germanyhttps://orcid.org/0000-0002-9239-6000View further author information
https://orcid.org/0000-0002-9239-6000View further author information