Pages that link to "Item:Q2213442"
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The following pages link to An asymptotic expansion method for geometric Asian options pricing under the double Heston model (Q2213442):
Displaying 7 items.
- Pricing of the geometric Asian options under a multifactor stochastic volatility model (Q2074887) (← links)
- Path-dependent game options with Asian features (Q2128183) (← links)
- A recursive method for discretely monitored geometric Asian option prices (Q2812471) (← links)
- (Q5017398) (← links)
- American option pricing under the double Heston model based on asymptotic expansion (Q5234286) (← links)
- Pricing of geometric Asian options under Heston's stochastic volatility model (Q5247235) (← links)
- Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) (← links)
