The following pages link to (Q3462860):
Displaying 10 items.
- Pricing Asian options in a stochastic volatility model with jumps (Q529935) (← links)
- Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes (Q1754191) (← links)
- Pricing Asian options on assets driven by a combined geometric Brownian motion and a geometric compound Poisson process (Q2786401) (← links)
- Arithmetic Asian Options under Stochastic Delay Models (Q2889598) (← links)
- Pricing Asian options under a hyper-exponential jump diffusion model (Q2892214) (← links)
- PRICING ASIAN OPTIONS FOR JUMP DIFFUSION (Q3069960) (← links)
- (Q3307713) (← links)
- Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (Q4591237) (← links)
- Pricing Asian options in a semimartingale model (Q4610222) (← links)
- (Q4901417) (← links)
