Pages that link to "Item:Q4372019"
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The following pages link to BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES (Q4372019):
Displaying 31 items.
- Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval (Q5082731) (← links)
- Computable Error Bounds of Laplace Inversion for Pricing Asian Options (Q5137949) (← links)
- Asymptotic expansions for the first hitting times of Bessel processes (Q5161636) (← links)
- Optimal system of Lie group invariant solutions for the Asian option PDE (Q5199428) (← links)
- Windings of planar processes, exponential functionals and Asian options (Q5215022) (← links)
- Asymptotics for the discrete-time average of the geometric Brownian motion and Asian options (Q5233177) (← links)
- Asian option pricing with orthogonal polynomials (Q5234316) (← links)
- Short Maturity Forward Start Asian Options in Local Volatility Models (Q5241901) (← links)
- Closed-Form Expansions of Discretely Monitored Asian Options in Diffusion Models (Q5244869) (← links)
- Asian options on the harmonic average (Q5245894) (← links)
- Pricing of geometric Asian options under Heston's stochastic volatility model (Q5247235) (← links)
- Explicit Solutions of Quadratic FBSDEs Arising From Quadratic Term Structure Models (Q5256269) (← links)
- Asian Options Under One-Sided Lévy Models (Q5299562) (← links)
- Solution of the Fokker-Planck equation with a logarithmic potential and mixed eigenvalue spectrum (Q5366996) (← links)
- BOUNDS ON PRICES FOR ASIAN OPTIONS VIA FOURIER METHODS (Q5369446) (← links)
- Malliavin differentiability of the Heston volatility and applications to option pricing (Q5387081) (← links)
- Some Properties of CIR Processes (Q5484536) (← links)
- Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates (Q5715938) (← links)
- Exponential Functionals of Brownian Motion and Explosion Times of a System of Semilinear SPDEs (Q5746989) (← links)
- Azéma martingales for Bessel and CIR processes and the pricing of Parisian zero‐coupon bonds (Q5855964) (← links)
- Matrix Kesten recursion, inverse-Wishart ensemble and fermions in a Morse potential (Q5874113) (← links)
- Efficient Spectral-Galerkin Method for Pricing Asian Options (Q5882286) (← links)
- An affine property of the reciprocal Asian option process (Q5939263) (← links)
- Square-root boundaries for Bessel processes and the hitting times of radial Ornstein-Uhlenbeck processes (Q6039593) (← links)
- SUBLEADING CORRECTION TO THE ASIAN OPTIONS VOLATILITY IN THE BLACK–SCHOLES MODEL (Q6095474) (← links)
- Hedging Problem for Asian Call Options with Transaction Costs (Q6112446) (← links)
- Pricing discretely monitored Asian options under regime-switching and stochastic volatility models with jumps (Q6182318) (← links)
- Fixed-income average options: a pricing approach based on Gaussian mean-reverting cyclical models (Q6573361) (← links)
- Asymptotics for short maturity Asian options in jump-diffusion models with local volatility (Q6576884) (← links)
- Pricing vulnerable lookback options using Laplace transforms (Q6581980) (← links)
- Asian option pricing via Laguerre quadrature: a diffusion kernel approach (Q6630455) (← links)
