Pages that link to "Item:Q3523517"
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The following pages link to ASIAN OPTIONS WITH THE AMERICAN EARLY EXERCISE FEATURE (Q3523517):
Displaying 13 items.
- An analytic formula for the price of an American-style Asian option of floating strike type (Q613214) (← links)
- Asian options with jumps (Q866600) (← links)
- Free boundary and optimal stopping problems for American Asian options (Q928494) (← links)
- Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (Q2150007) (← links)
- Analytical valuation for geometric Asian options in illiquid markets (Q2150932) (← links)
- Early Exercise Boundary for American Type of Floating Strike Asian Option and Its Numerical Approximation (Q2889595) (← links)
- (Q3195635) (← links)
- CURRENCY-TRANSLATED FOREIGN EQUITY OPTIONS WITH PATH DEPENDENT FEATURES AND THEIR MULTI-ASSET EXTENSIONS (Q3523556) (← links)
- AVERAGE OPTIONS FOR JUMP DIFFUSION MODELS (Q3566764) (← links)
- One-state variable binomial models for European-/American-style geometric Asian options (Q4647271) (← links)
- OPTIMAL STOCK SELLING/BUYING STRATEGY WITH REFERENCE TO THE ULTIMATE AVERAGE (Q4906544) (← links)
- CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS (Q5472777) (← links)
- Geometric Asian power option pricing with transaction cost under the geometric fractional Brownian motion with \(w\) sources of risk in fuzzy environment (Q6591548) (← links)
