Pages that link to "Item:Q2520429"
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The following pages link to Discrete sums of geometric Brownian motions, annuities and Asian options (Q2520429):
Displaying 8 items.
- Linear quadratic mean-field-game of backward stochastic differential systems (Q2001547) (← links)
- Exact probability distribution function for the volatility of cumulative production (Q2150153) (← links)
- Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← links)
- Short maturity conditional Asian options in local volatility models (Q2175467) (← links)
- Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models (Q2657004) (← links)
- ASYMPTOTICS OF THE TIME-DISCRETIZED LOG-NORMAL SABR MODEL: THE IMPLIED VOLATILITY SURFACE (Q5051949) (← links)
- Asymptotics for the discrete-time average of the geometric Brownian motion and Asian options (Q5233177) (← links)
- Asymptotics for short maturity Asian options in jump-diffusion models with local volatility (Q6576884) (← links)