Pages that link to "Item:Q3437388"
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The following pages link to The square-root process and Asian options (Q3437388):
Displaying 11 items.
- Analytical approximations for prices of swap rate dependent embedded options in insurance products (Q1003826) (← links)
- Pricing CIR yield options by conditional moment matching (Q1627807) (← links)
- On the pricing of Asian options with geometric average of American type with stochastic interest rate: a stochastic optimal control approach (Q2274620) (← links)
- General optimized lower and upper bounds for discrete and continuous arithmetic Asian options (Q2806817) (← links)
- Short Maturity Asian Options in Local Volatility Models (Q2953946) (← links)
- (Q3369466) (← links)
- MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL VOLATILITY MODELS (Q4584697) (← links)
- SHORT MATURITY ASIAN OPTIONS FOR THE CEV MODEL (Q5056615) (← links)
- BOUNDS ON PRICES FOR ASIAN OPTIONS VIA FOURIER METHODS (Q5369446) (← links)
- A Cox model for gradually disappearing events (Q6104957) (← links)
- SHORT-MATURITY ASYMPTOTICS FOR OPTION PRICES WITH INTEREST RATE EFFECTS (Q6119776) (← links)