The following pages link to Asian options with jumps (Q866600):
Displaying 15 items.
- On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps (Q535466) (← links)
- Asian option as a fixed-point (Q721236) (← links)
- Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump (Q886317) (← links)
- The Istanbul option: Where the standard European option becomes Asian (Q1381465) (← links)
- Valuing vulnerable geometric Asian options (Q2006638) (← links)
- Asian options pricing in Hawkes-type jump-diffusion models (Q2174173) (← links)
- Asian options and meromorphic Lévy processes (Q2255010) (← links)
- Pricing Asian options on assets driven by a combined geometric Brownian motion and a geometric compound Poisson process (Q2786401) (← links)
- Black-Scholes representation for Asian options (Q2875730) (← links)
- Pricing Asian options under a hyper-exponential jump diffusion model (Q2892214) (← links)
- PRICING ASIAN OPTIONS FOR JUMP DIFFUSION (Q3069960) (← links)
- (Q3195635) (← links)
- Pricing Asian options in financial markets using Mellin transforms (Q5247713) (← links)
- Pricing Asian options with stochastic convenience yield and jumps (Q6158429) (← links)
- Asymptotics for short maturity Asian options in jump-diffusion models with local volatility (Q6576884) (← links)
