Equivalence of floating and fixed strike Asian and lookback options (Q2485814): Difference between revisions

@@ Property / DOI @@
-.1016/j.spa.2004.07.003
@@ Property / DOI: 10.1016/j.spa.2004.07.003 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spa.2004.07.003
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@@ Property / OpenAlex ID @@
+W2083694899
@@ Property / OpenAlex ID: W2083694899 / rank @@
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@@ Property / cites work @@
+On a new approach to calculating expectations for option pricing
+Normal rank
@@ Property / cites work @@
+Q2738734
@@ Property / cites work: Q2738734 / rank @@
+Normal rank
@@ Property / cites work @@
+On the range of options prices
@@ Property / cites work: On the range of options prices / rank @@
+Normal rank
@@ Property / cites work @@
+Hyperbolic distributions in finance
@@ Property / cites work: Hyperbolic distributions in finance / rank @@
+Normal rank
@@ Property / cites work @@
+On the equivalence of floating- and fixed-strike Asian options
+Normal rank
@@ Property / cites work @@
+Q3774629
@@ Property / cites work: Q3774629 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
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@@ Property / cites work @@
+Q4220653
@@ Property / cites work: Q4220653 / rank @@
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@@ Property / cites work @@
+Bounds for the price of discrete arithmetic Asian options
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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 @@
+Normal rank
@@ Property / DOI @@
+.1016/J.SPA.2004.07.003
@@ Property / DOI: 10.1016/J.SPA.2004.07.003 / rank @@
+Normal rank