Pages that link to "Item:Q4372019"

The following pages link to BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES (Q4372019):

Displaying 50 items.

• Term structure movements implicit in Asian option prices (Q2893078) (← links)
• Short Maturity Asian Options in Local Volatility Models (Q2953946) (← links)
• Preliminary group classification of $(2+1)$-dimensional linear ultraparabolic Kolmogorov - Fokker - Planck equations (Q2969563) (← links)
• AN ACCURATE VALUATION OF ASIAN OPTIONS USING MOMENTS (Q3022037) (← links)
• SOLVING THE ASIAN OPTION PDE USING LIE SYMMETRY METHODS (Q3067163) (← links)
• Mathematical modelling and analysis of Asian options with stochastic strike price (Q3225829) (← links)
• (Q3369466) (← links)
• Double knock-out Asian barrier options which widen or contract as they approach maturity (Q3395741) (← links)
• A NOVEL REDUCTION OF THE SIMPLE ASIAN OPTION AND LIE-GROUP INVARIANT SOLUTIONS (Q3400132) (← links)
• On ladder height densities and Laguerre series in the study of stochastic functionals. II. Exponential functionals of Brownian motion and Asian option values (Q3417914) (← links)
• The square-root process and Asian options (Q3437388) (← links)
• Fast strong approximation Monte Carlo schemes for stochastic volatility models (Q3437409) (← links)
• PIDE and Solution Related to Pricing of Lévy Driven Arithmetic Type Floating Asian Options (Q3448333) (← links)
• THE FEYNMAN–KAC FORMULA AND PRICING OCCUPATION TIME DERIVATIVES (Q3523521) (← links)
• LOCAL SCALE INVARIANCE AND CONTINGENT CLAIM PRICING II: PATH-DEPENDENT CONTINGENT CLAIMS (Q3523560) (← links)
• Differential equations and asymptotic solutions for arithmetic Asian options: ‘Black–Scholes formulae’ for Asian rate calls (Q3532293) (← links)
• Accurate closed-form approximation for pricing Asian and basket options (Q3552634) (← links)
• On constructive complex analysis in finance: Explicit formulas for Asian options (Q3616463) (← links)
• SOLUTION OF THE EXTENDED CIR TERM STRUCTURE AND BOND OPTION VALUATION (Q4226856) (← links)
• Present value of some insurance portfolios (Q4248558) (← links)
• The pricing of Asian options under stochastic interest rates (Q4342180) (← links)
• On Some Exponential‐Integral Functionals of Bessel Processes (Q4372012) (← links)
• PASSPORT OPTIONS (Q4419297) (← links)
• An algorithm to determine the parameters of<i>S_U</i>-curves in the johnson system of probabillity distributions by moment matching^∗ (Q4534206) (← links)
• Pricing bounds and approximations for discrete arithmetic Asian options under time-changed Lévy processes (Q4554509) (← links)
• Geometric Asian option pricing in general affine stochastic volatility models with jumps (Q4555113) (← links)
• MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL VOLATILITY MODELS (Q4584697) (← links)
• QUANTO PRICING IN STOCHASTIC CORRELATION MODELS (Q4584705) (← links)
• Asymptotic Solutions for Australian Options with Low Volatility (Q4586320) (← links)
• SENSITIVITIES OF ASIAN OPTIONS IN THE BLACK–SCHOLES MODEL (Q4608115) (← links)
• Pricing Asian options in a semimartingale model (Q4610222) (← links)
• A Note on the Quasi-stationary Distribution of the Shiryaev Martingale on the Positive Half-Line (Q4618067) (← links)
• Pricing Arithmetic Asian Options Under Lévy Models by Backward Induction in the Dual Space (Q4635240) (← links)
• THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE (Q4653015) (← links)
• A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options (Q4660529) (← links)
• The log-normal approximation in financial and other computations (Q4662236) (← links)
• A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback (Q4683036) (← links)
• PRICING INTEREST RATE DERIVATIVES UNDER MONETARY CHANGES (Q4686504) (← links)
• SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS (Q4798871) (← links)
• Moment generating function of the reciprocal of an integral of geometric Brownian motion (Q4813694) (← links)
• Risk theory of the second and third kind (Q4844220) (← links)
• OPTIMAL STOCK SELLING/BUYING STRATEGY WITH REFERENCE TO THE ULTIMATE AVERAGE (Q4906544) (← links)
• The Laplace Transform of Hitting Times of Integrated Geometric Brownian Motion (Q4918578) (← links)
• Stochastic Life Annuities (Q5019716) (← links)
• An efficient acceleration Monte Carlo simulation for pricing Asian option under variance gamma process by splitting (Q5031764) (← links)
• Moments of integrated exponential Lévy processes and applications to Asian options pricing (Q5039631) (← links)
• On the Valuation of Discrete Asian Options in High Volatility Environments (Q5041837) (← links)
• THE HEDGING STRATEGY FOR ASIAN OPTION (Q5042989) (← links)
• SHORT MATURITY ASIAN OPTIONS FOR THE CEV MODEL (Q5056615) (← links)
• PRICING ASIAN OPTIONS WITH CORRELATORS (Q5061498) (← links)