PIDE and Solution Related to Pricing of Lévy Driven Arithmetic Type Floating Asian Options (Q3448333): Difference between revisions

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+https://doi.org/10.1080/07362994.2015.1024855
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+W3123754156
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@@ Property / cites work @@
+Numerical valuation of options with jumps in the underlying
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+THE DISTRIBUTION OF RETURNS OF STOCK PRICES
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+The value of an Asian option
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+THE PRICING OF EXOTIC OPTIONS BY MONTE–CARLO SIMULATIONS  IN A LÉVY MARKET WITH STOCHASTIC VOLATILITY
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+Pricing of early-exercise Asian options under Lévy processes based on Fourier cosine expansions
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