Pages that link to "Item:Q2255010"
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The following pages link to Asian options and meromorphic Lévy processes (Q2255010):
Displaying 12 items.
- Approximating Lévy processes with completely monotone jumps (Q259581) (← links)
- Bernstein-gamma functions and exponential functionals of Lévy processes (Q1663907) (← links)
- Exponential functionals of Lévy processes and variable annuity guaranteed benefits (Q1713470) (← links)
- (Q3369466) (← links)
- BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES (Q4372019) (← links)
- On the law of homogeneous stable functionals (Q4629951) (← links)
- SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS (Q4798871) (← links)
- Moments of integrated exponential Lévy processes and applications to Asian options pricing (Q5039631) (← links)
- An affine property of the reciprocal Asian option process (Q5939263) (← links)
- Asymptotics for short maturity Asian options in jump-diffusion models with local volatility (Q6576884) (← links)
- Moments of exponential functionals of Lévy processes on a deterministic horizon -- identities and explicit expressions (Q6589562) (← links)
- Asymptotics for densities of exponential functionals of subordinators (Q6635736) (← links)
