Pages that link to "Item:Q6158429"
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The following pages link to Pricing Asian options with stochastic convenience yield and jumps (Q6158429):
Displaying 6 items.
- Pricing and hedging Asian-style options on energy (Q889623) (← links)
- Asian options with zero cost-of-carry: EEX options on freight and iron ore futures (Q2044818) (← links)
- (Q3462860) (← links)
- (Q4901417) (← links)
- Fixed-income average options: a pricing approach based on Gaussian mean-reverting cyclical models (Q6573361) (← links)
- An efficient algorithm to solve the geometric Asian power option price PDE under the stochastic volatility model (Q6660858) (← links)