Pages that link to "Item:Q2372254"
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The following pages link to On the asymptotic behavior of the prices of Asian options (Q2372254):
Displaying 7 items.
- Another look at the integral of exponential Brownian motion and the pricing of Asian options (Q331365) (← links)
- Lower and upper bounds for prices of Asian-type options (Q492182) (← links)
- Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (Q4591237) (← links)
- Pricing Asian options in a semimartingale model (Q4610222) (← links)
- SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS (Q4798871) (← links)
- Spectral Expansions for Asian (Average Price) Options (Q5322002) (← links)
- An affine property of the reciprocal Asian option process (Q5939263) (← links)