Pages that link to "Item:Q4687895"
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The following pages link to Solution to multiscale Asian option pricing model with singular perturbation method (Q4687895):
Displaying 4 items.
- A remark on a singular perturbation method for option pricing under a stochastic volatility model (Q1044240) (← links)
- Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes (Q1754191) (← links)
- SOLVING THE ASIAN OPTION PDE USING LIE SYMMETRY METHODS (Q3067163) (← links)
- PRICING DERIVATIVES ON MULTISCALE DIFFUSIONS: AN EIGENFUNCTION EXPANSION APPROACH (Q5416705) (← links)