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Mathematical modelling and analysis of Asian options with stochastic strike price |
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| Authors: | Ovidiu Calin Bader Alshamary |
| Affiliation: | 1. Department of Mathematics , Eastern Michigan University , Ypsilanti, Michigan 48197, USA;2. Department of Mathematics, Faculty of Science , Kuwait University , P.O. Box 5969, Safat 13060, Kuwait |
| Abstract: | |
| Keywords: | Asian option stochastic integral Black–Scholes equation Brownian motion option pricing |