Pages that link to "Item:Q535466"
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The following pages link to On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps (Q535466):
Displaying 14 items.
- Pricing Asian options in a stochastic volatility model with jumps (Q529935) (← links)
- Pricing of the geometric Asian options under a multifactor stochastic volatility model (Q2074887) (← links)
- Analytical valuation for geometric Asian options in illiquid markets (Q2150932) (← links)
- Asian options pricing in Hawkes-type jump-diffusion models (Q2174173) (← links)
- Geometric Asian options pricing under the double Heston stochastic volatility model with stochastic interest rate (Q2325143) (← links)
- Hedging strategies for discretely monitored Asian options under Lévy processes (Q2438429) (← links)
- Convergence in multiscale financial models with non-Gaussian stochastic volatility (Q2808055) (← links)
- Generalized Barndorff-Nielsen and Shephard model and discretely monitored option pricing (Q2814674) (← links)
- Geometric Asian option pricing in general affine stochastic volatility models with jumps (Q4555113) (← links)
- Pricing of geometric Asian options under Heston's stochastic volatility model (Q5247235) (← links)
- Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) (← links)
- Pricing Asian options with stochastic convenience yield and jumps (Q6158429) (← links)
- Fixed-income average options: a pricing approach based on Gaussian mean-reverting cyclical models (Q6573361) (← links)
- Geometric Asian power option pricing with transaction cost under the geometric fractional Brownian motion with \(w\) sources of risk in fuzzy environment (Q6591548) (← links)
