PRICING ASIAN OPTIONS FOR JUMP DIFFUSION (Q3069960): Difference between revisions

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+A Proof of the Smoothness of the Finite Time Horizon American Put Option for Jump Diffusions
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+Spectral Expansions for Asian (Average Price) Options
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+Option pricing when underlying stock returns are discontinuous
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+Q4386544
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+The value of an Asian option
@@ Property / cites work: The value of an Asian option / rank @@
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+The Mathematics of Financial Derivatives
@@ Property / cites work: The Mathematics of Financial Derivatives / rank @@
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