Robust Approximations for Pricing Asian Options and Volatility Swaps Under Stochastic Volatility (Q2786206): Difference between revisions

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+Moment explosions in stochastic volatility models
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+Stochastic Volatility for Lévy Processes
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+On certain Markov processes attached to exponential functionals of Brownian motion; application to Asian options
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+An affine property of the reciprocal Asian option process
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+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Q3997782
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+The value of an Asian option
@@ Property / cites work: The value of an Asian option / rank @@
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+Publication:2786206