The following pages link to (Q3500600):
Displaying 4 items.
- Pricing Asian options on assets driven by a combined geometric Brownian motion and a geometric compound Poisson process (Q2786401) (← links)
- (Q3403777) (← links)
- Geometric Asian option pricing in general affine stochastic volatility models with jumps (Q4555113) (← links)
- Pricing Asian option under mixed jump-fraction process (Q4640414) (← links)