Pages that link to "Item:Q5233177"
From MaRDI portal
The following pages link to Asymptotics for the discrete-time average of the geometric Brownian motion and Asian options (Q5233177):
Displaying 7 items.
- Asymptotics for the Euler-discretized Hull-White stochastic volatility model (Q1703031) (← links)
- Short maturity conditional Asian options in local volatility models (Q2175467) (← links)
- SENSITIVITIES OF ASIAN OPTIONS IN THE BLACK–SCHOLES MODEL (Q4608115) (← links)
- ASYMPTOTICS OF THE TIME-DISCRETIZED LOG-NORMAL SABR MODEL: THE IMPLIED VOLATILITY SURFACE (Q5051949) (← links)
- Short Maturity Forward Start Asian Options in Local Volatility Models (Q5241901) (← links)
- SUBLEADING CORRECTION TO THE ASIAN OPTIONS VOLATILITY IN THE BLACK–SCHOLES MODEL (Q6095474) (← links)
- Asymptotics for the Laplace transform of the time integral of the geometric Brownian motion (Q6106550) (← links)
