Pages that link to "Item:Q6534446"
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The following pages link to Asian option pricing under an uncertain volatility model (Q6534446):
Displaying 8 items.
- Critical value-based Asian option pricing model for uncertain financial markets (Q2159643) (← links)
- Asian-barrier option pricing formulas of uncertain financial market (Q2213602) (← links)
- Robust Approximations for Pricing Asian Options and Volatility Swaps Under Stochastic Volatility (Q2786206) (← links)
- The fuzzy pricing of Asian options based on weighted possibilistic mean (Q2919721) (← links)
- Short Maturity Asian Options in Local Volatility Models (Q2953946) (← links)
- Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (Q4591237) (← links)
- Pricing Asian options in a semimartingale model (Q4610222) (← links)
- SUBLEADING CORRECTION TO THE ASIAN OPTIONS VOLATILITY IN THE BLACK–SCHOLES MODEL (Q6095474) (← links)