Pages that link to "Item:Q331365"
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The following pages link to Another look at the integral of exponential Brownian motion and the pricing of Asian options (Q331365):
Displaying 15 items.
- Functionals of exponential Brownian motion and divided differences (Q651098) (← links)
- A note on switching property for squared Bessel process (Q831325) (← links)
- The derivatives of Asian call option prices (Q957478) (← links)
- From planar Brownian windings to Asian options (Q1318545) (← links)
- Another look at the Hartman-Watson distributions (Q2006374) (← links)
- K-Hartman-Watson distributions: a study on distributional dependencies between functionals of geometric Brownian motion, GIG and Hartman-Watson distributions (Q2009288) (← links)
- Integral representations for the Hartman-Watson density (Q2116476) (← links)
- On the distribution of the time-integral of the geometric Brownian motion (Q2237931) (← links)
- Geometric Brownian motion with affine drift and its time-integral (Q2663830) (← links)
- The Hartman-Watson Distribution Revisited: Asymptotics for Pricing Asian Options (Q3094703) (← links)
- On ladder height densities and Laguerre series in the study of stochastic functionals. II. Exponential functionals of Brownian motion and Asian option values (Q3417914) (← links)
- Moments of integrated exponential Lévy processes and applications to Asian options pricing (Q5039631) (← links)
- (Q5082025) (← links)
- Windings of planar processes, exponential functionals and Asian options (Q5215022) (← links)
- On certain Markov processes attached to exponential functionals of Brownian motion; application to Asian options (Q5940352) (← links)
