Critical value-based Asian option pricing model for uncertain financial markets (Q2159643): Difference between revisions

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-.1016/j.physa.2019.04.022
@@ Property / DOI: 10.1016/j.physa.2019.04.022 / rank @@
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@@ Property / cites work @@
+Quasi-Monte Carlo Methods in Numerical Finance
@@ Property / cites work: Quasi-Monte Carlo Methods in Numerical Finance / rank @@
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@@ Property / cites work @@
+Pricing Asian options in a stochastic volatility model with jumps
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+Accurate pricing formulas for Asian options
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@@ Property / Wikidata QID @@
+Q128091017
@@ Property / Wikidata QID: Q128091017 / rank @@
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@@ Property / DOI @@
+.1016/J.PHYSA.2019.04.022
@@ Property / DOI: 10.1016/J.PHYSA.2019.04.022 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2159643