Pages that link to "Item:Q2817577"
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The following pages link to Arithmetic average Asian options with stochastic elasticity of variance (Q2817577):
Displaying 5 items.
- Asymptotic approach to the pricing of geometric Asian options under the CEV model (Q2410444) (← links)
- SHORT MATURITY ASIAN OPTIONS FOR THE CEV MODEL (Q5056615) (← links)
- On Arithmetic-Average Asian Power Options: Closed Forms and Explicit Methods for Valuation (Q5169327) (← links)
- Efficient Monte Carlo option pricing under CEV model (Q5267914) (← links)
- Spectral Expansions for Asian (Average Price) Options (Q5322002) (← links)