The following pages link to Derivatives (Q14044):
Displaying 5 items.
- Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions (Q730541) (← links)
- Prices and sensitivities of Asian options: A survey (Q939350) (← links)
- Geometric Asian options pricing under the double Heston stochastic volatility model with stochastic interest rate (Q2325143) (← links)
- Financial valuation of guaranteed minimum withdrawal benefits (Q2507939) (← links)
- Pricing electricity day-ahead cap futures with multifactor skew-t densities (Q5079374) (← links)
