Pages that link to "Item:Q2410444"
From MaRDI portal
The following pages link to Asymptotic approach to the pricing of geometric Asian options under the CEV model (Q2410444):
Displaying 13 items.
- Asymptotic option pricing under the CEV diffusion (Q615913) (← links)
- Pricing of the geometric Asian options under a multifactor stochastic volatility model (Q2074887) (← links)
- Analytical valuation for geometric Asian options in illiquid markets (Q2150932) (← links)
- An asymptotic expansion method for geometric Asian options pricing under the double Heston model (Q2213442) (← links)
- Asian-barrier option pricing formulas of uncertain financial market (Q2213602) (← links)
- Estimation of ask and bid prices for geometric Asian options (Q2296530) (← links)
- Arithmetic average Asian options with stochastic elasticity of variance (Q2817577) (← links)
- (Q5017398) (← links)
- A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
- SHORT MATURITY ASIAN OPTIONS FOR THE CEV MODEL (Q5056615) (← links)
- Pricing of geometric Asian options under Heston's stochastic volatility model (Q5247235) (← links)
- Efficient Monte Carlo option pricing under CEV model (Q5267914) (← links)
- A strengthened solution to option manipulation (Q5883609) (← links)
