Pages that link to "Item:Q5247713"
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The following pages link to Pricing Asian options in financial markets using Mellin transforms (Q5247713):
Displaying 7 items.
- Pricing and hedging of Asian options: Quasi-explicit solutions via Malliavin calculus (Q639362) (← links)
- Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes (Q1754191) (← links)
- Moments and Mellin transform of the asset price in Stein and Stein model and option pricing (Q1754533) (← links)
- Generalized Barndorff-Nielsen and Shephard model and discretely monitored option pricing (Q2814674) (← links)
- A Numerical Approach to Price Path Dependent Asian Options (Q3304760) (← links)
- Variational inequality arising from variable annuity with mean reversion environment (Q6142192) (← links)
- Pricing vulnerable options under jump diffusion processes using double Mellin transform (Q6171523) (← links)