PRICING ASIAN OPTIONS FOR JUMP DIFFUSION (Q3069960): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9965.2010.00426.x
+Normal rank
@@ Property / OpenAlex ID @@
+W2085043928
@@ Property / OpenAlex ID: W2085043928 / rank @@
+Normal rank
@@ Property / cites work @@
+A Proof of the Smoothness of the Finite Time Horizon American Put Option for Jump Diffusions
+Normal rank
@@ Property / cites work @@
+Spectral Expansions for Asian (Average Price) Options
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
+Normal rank
@@ Property / cites work @@
+Q4386544
@@ Property / cites work: Q4386544 / rank @@
+Normal rank
@@ Property / cites work @@
+The value of an Asian option
@@ Property / cites work: The value of an Asian option / rank @@
+Normal rank
@@ Property / cites work @@
+The Mathematics of Financial Derivatives
@@ Property / cites work: The Mathematics of Financial Derivatives / rank @@
+Normal rank