Pages that link to "Item:Q5056615"
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The following pages link to SHORT MATURITY ASIAN OPTIONS FOR THE CEV MODEL (Q5056615):
Displaying 8 items.
- Short maturity conditional Asian options in local volatility models (Q2175467) (← links)
- Asymptotic approach to the pricing of geometric Asian options under the CEV model (Q2410444) (← links)
- Arithmetic average Asian options with stochastic elasticity of variance (Q2817577) (← links)
- Short Maturity Asian Options in Local Volatility Models (Q2953946) (← links)
- Short Maturity Forward Start Asian Options in Local Volatility Models (Q5241901) (← links)
- SUBLEADING CORRECTION TO THE ASIAN OPTIONS VOLATILITY IN THE BLACK–SCHOLES MODEL (Q6095474) (← links)
- On the Implied Volatility of Asian Options Under Stochastic Volatility Models (Q6569105) (← links)
- Asymptotics for short maturity Asian options in jump-diffusion models with local volatility (Q6576884) (← links)