Pages that link to "Item:Q2707158"
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The following pages link to Laguerre series for Asian and other options (Q2707158):
Displaying 6 items.
- BOUNDS ON PRICES FOR ASIAN OPTIONS VIA FOURIER METHODS (Q5369446) (← links)
- LAGUERRE SERIES IN CONTINGENT CLAIM VALUATION, WITH APPLICATIONS TO ASIAN OPTIONS (Q5692940) (← links)
- A new method for generating approximation algorithms for financial mathematics applications (Q5745631) (← links)
- SUBLEADING CORRECTION TO THE ASIAN OPTIONS VOLATILITY IN THE BLACK–SCHOLES MODEL (Q6095474) (← links)
- A Cox model for gradually disappearing events (Q6104957) (← links)
- Correlation function of a random scalar field evolving with a rapidly fluctuating Gaussian process (Q6137767) (← links)