Pages that link to "Item:Q2875730"
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The following pages link to Black-Scholes representation for Asian options (Q2875730):
Displaying 16 items.
- European and Asian Greeks for exponential Lévy processes (Q64644) (← links)
- Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes (Q298749) (← links)
- Another look at the integral of exponential Brownian motion and the pricing of Asian options (Q331365) (← links)
- Pricing and hedging of Asian options: Quasi-explicit solutions via Malliavin calculus (Q639362) (← links)
- Evaluation of the Asian option by the dual martingale measure (Q1000483) (← links)
- The Istanbul option: Where the standard European option becomes Asian (Q1381465) (← links)
- Asian and Australian options: a common perspective (Q1994236) (← links)
- On the solution of two-dimensional fractional Black-Scholes equation for European put option (Q2058204) (← links)
- Short maturity conditional Asian options in local volatility models (Q2175467) (← links)
- Accurate pricing formulas for Asian options (Q2372053) (← links)
- MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL VOLATILITY MODELS (Q4584697) (← links)
- (Q4606686) (← links)
- Partial differential equations for Asian option prices (Q5001142) (← links)
- CALCULATION OF ASIAN OPTIONS FOR THE BLACK–SCHOLES MODEL (Q5042915) (← links)
- Asymptotics for the discrete-time average of the geometric Brownian motion and Asian options (Q5233177) (← links)
- Static Hedging of Geometric Average Asian Options with Standard Options (Q5265825) (← links)
