Pages that link to "Item:Q2074887"
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The following pages link to Pricing of the geometric Asian options under a multifactor stochastic volatility model (Q2074887):
Displaying 7 items.
- Analytical valuation for geometric Asian options in illiquid markets (Q2150932) (← links)
- Estimation of ask and bid prices for geometric Asian options (Q2296530) (← links)
- (Q3368857) (← links)
- Pricing of geometric Asian options under Heston's stochastic volatility model (Q5247235) (← links)
- (Q5469788) (← links)
- Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) (← links)
- An efficient algorithm to solve the geometric Asian power option price PDE under the stochastic volatility model (Q6660858) (← links)