The following pages link to (Q3385049):
Displaying 4 items.
- Another look at the integral of exponential Brownian motion and the pricing of Asian options (Q331365) (← links)
- Asian option pricing with monotonous transaction costs under fractional Brownian motion (Q1789869) (← links)
- Pricing geometric Asian rainbow options under the mixed fractional Brownian motion (Q2139665) (← links)
- Asian option pricing with dividend under fractional Brownian motion model (Q2860348) (← links)