The following pages link to (Q5143857):
Displaying 9 items.
- Another look at the integral of exponential Brownian motion and the pricing of Asian options (Q331365) (← links)
- Asian option pricing with transaction costs and dividends under the fractional Brownian motion model (Q1714703) (← links)
- Asian option pricing with monotonous transaction costs under fractional Brownian motion (Q1789869) (← links)
- Option pricing of geometric Asian options in a subdiffusive Brownian motion regime (Q2129903) (← links)
- Pricing geometric Asian power options in the sub-fractional Brownian motion environment (Q2131688) (← links)
- Pricing geometric Asian rainbow options under fractional Brownian motion (Q2150086) (← links)
- Asian option pricing with dividend under fractional Brownian motion model (Q2860348) (← links)
- Pricing Asian option under mixed jump-fraction process (Q4640414) (← links)
- SUBLEADING CORRECTION TO THE ASIAN OPTIONS VOLATILITY IN THE BLACK–SCHOLES MODEL (Q6095474) (← links)
