Pages that link to "Item:Q2129903"

The following pages link to Option pricing of geometric Asian options in a subdiffusive Brownian motion regime (Q2129903):

Displaying 8 items.

• Diffusion approximations of the geometric Markov renewal processes and option price formulas (Q628848) (← links)
• Pricing geometric Asian power options under mixed fractional Brownian motion environment (Q1619132) (← links)
• Pricing geometric Asian power options in the sub-fractional Brownian motion environment (Q2131688) (← links)
• Numerical method for pricing discretely monitored double barrier option by orthogonal projection method (Q2133307) (← links)
• Pricing geometric Asian rainbow options under the mixed fractional Brownian motion (Q2139665) (← links)
• On an implementation of \(\alpha \)-subordinated Brownian motion and option pricing with and without transaction costs via CAS MATHEMATICA (Q2833517) (← links)
• Pricing option with transaction costs under the subdiffusive Black-Scholes model (Q2858522) (← links)
• (Q5143857) (← links)