BLACK-SCHOLES REPRESENTATION FOR ASIAN OPTIONS (Q2875730): Difference between revisions

@@ Property / author @@
-Jan Večeř
@@ Property / author: Jan Večeř / rank @@
-Normal rank
@@ Property / author @@
+Jan Večeř
@@ Property / author: Jan Večeř / rank @@
+Normal rank
@@ 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/mafi.12012
+Normal rank
@@ Property / OpenAlex ID @@
+W1919071467
@@ Property / OpenAlex ID: W1919071467 / rank @@
+Normal rank
@@ Property / cites work @@
+PRICING ASIAN OPTIONS FOR JUMP DIFFUSION
@@ Property / cites work: PRICING ASIAN OPTIONS FOR JUMP DIFFUSION / rank @@
+Normal rank
@@ Property / cites work @@
+Equivalence of floating and fixed strike Asian and lookback options
+Normal rank
@@ Property / cites work @@
+Robustness of the Black and Scholes Formula
@@ Property / cites work: Robustness of the Black and Scholes Formula / rank @@
+Normal rank
@@ Property / cites work @@
+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
@@ Property / cites work: BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES / rank @@
+Normal rank
@@ Property / cites work @@
+On the equivalence of floating- and fixed-strike Asian options
+Normal rank
@@ Property / cites work @@
+Spectral Expansions for Asian (Average Price) Options
+Normal rank
@@ Property / cites work @@
+OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL
+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 @@
+Symmetric martingales and symmetric smiles
@@ Property / cites work: Symmetric martingales and symmetric smiles / rank @@
+Normal rank