A unified approach for the pricing of options relating to averages (Q1627630): Difference between revisions

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-.1007/s11147-017-9128-4
@@ Property / DOI: 10.1007/s11147-017-9128-4 / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1007/s11147-017-9128-4
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+W2586314731
@@ Property / OpenAlex ID: W2586314731 / rank @@
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing Asian Options Under a Hyper-Exponential Jump Diffusion Model
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+Closed-Form Expansions of Discretely Monitored Asian Options in Diffusion Models
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+Efficient and accurate quadratic approximation methods for pricing Asian strike options
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+Differential equations and asymptotic solutions for arithmetic Asian options: ‘Black–Scholes formulae’ for Asian rate calls
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+Laguerre Series for Asian and Other Options
@@ Property / cites work: Laguerre Series for Asian and Other Options / rank @@
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@@ Property / cites work @@
+On the duality principle in option pricing: semimartingale setting
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+Pricing Asian options with stochastic volatility
@@ Property / cites work: Pricing Asian options with stochastic volatility / rank @@
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@@ Property / cites work @@
+A chaos expansion approach under hybrid volatility models
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+An Extension of the Chaos Expansion Approximation for the Pricing of Exotic Basket Options
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+Bounds for in-progress floating-strike Asian options using symmetry
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+On the equivalence of floating- and fixed-strike Asian options
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@@ Property / cites work @@
+Spectral Expansions for Asian (Average Price) Options
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@@ Property / cites work @@
+An asymptotic expansion approach to pricing financial contingent claims
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@@ Property / cites work @@
+An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates
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@@ Property / cites work @@
+Pricing Asian options in a semimartingale model
@@ Property / cites work: Pricing Asian options in a semimartingale model / rank @@
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@@ Property / DOI @@
+.1007/S11147-017-9128-4
@@ Property / DOI: 10.1007/S11147-017-9128-4 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1627630