Pages that link to "Item:Q3005964"
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The following pages link to PRICING ASIAN OPTIONS IN AFFINE GARCH MODELS (Q3005964):
Displaying 3 items.
- A general framework for pricing Asian options under stochastic volatility on parallel architectures (Q1991237) (← links)
- General optimized lower and upper bounds for discrete and continuous arithmetic Asian options (Q2806817) (← links)
- Conditional moment matching for pricing arithmetic Asian options under Vasicek interest rate model (Q6615089) (← links)