Pages that link to "Item:Q2131688"

The following pages link to Pricing geometric Asian power options in the sub-fractional Brownian motion environment (Q2131688):

Displaying 9 items.

• The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion (Q724563) (← links)
• Pricing geometric Asian power options under mixed fractional Brownian motion environment (Q1619132) (← links)
• Option pricing of geometric Asian options in a subdiffusive Brownian motion regime (Q2129903) (← links)
• Pricing geometric Asian rainbow options under the mixed fractional Brownian motion (Q2139665) (← links)
• Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (Q2150007) (← links)
• The power option pricing under the fractional Brownian motion and Ho-Lee model (Q2924474) (← links)
• Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) (← 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)
• An efficient algorithm to solve the geometric Asian power option price PDE under the stochastic volatility model (Q6660858) (← links)