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

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