Pages that link to "Item:Q1719127"
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The following pages link to The pricing of Asian options in uncertain volatility model (Q1719127):
Displaying 11 items.
- Asian option pricing problems of uncertain mean-reverting stock model (Q1800320) (← links)
- An efficient Monte Carlo simulation for new uncertain Heston-CIR hybrid model (Q2100206) (← links)
- Asian rainbow option pricing formulas of uncertain stock model (Q2100224) (← links)
- Critical value-based Asian option pricing model for uncertain financial markets (Q2159643) (← links)
- Asian-barrier option pricing formulas of uncertain financial market (Q2213602) (← links)
- The PDEs and numerical scheme for derivatives under uncertainty volatility (Q2298029) (← links)
- A note on stochastic polynomial chaos expansions for uncertain volatility and Asian option pricing (Q2662604) (← links)
- Robust Approximations for Pricing Asian Options and Volatility Swaps Under Stochastic Volatility (Q2786206) (← links)
- The fuzzy pricing of Asian options based on weighted possibilistic mean (Q2919721) (← links)
- Pricing Asian options in a semimartingale model (Q4610222) (← links)
- SUBLEADING CORRECTION TO THE ASIAN OPTIONS VOLATILITY IN THE BLACK–SCHOLES MODEL (Q6095474) (← links)
