Geometric Asian options: valuation and calibration with stochastic volatility (Q4610238): Difference between revisions

@@ Property / cites work @@
+One-state variable binomial models for European-/American-style geometric Asian options
+Normal rank
@@ Property / cites work @@
+Pricing Asian options with stochastic volatility
@@ Property / cites work: Pricing Asian options with stochastic volatility / rank @@
+Normal rank
@@ Property / cites work @@
+Q4509488
@@ Property / cites work: Q4509488 / rank @@
+Normal rank
@@ Property / cites work @@
+Singular Perturbations in Option Pricing
@@ Property / cites work: Singular Perturbations in Option Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+CURRENCY-TRANSLATED FOREIGN EQUITY OPTIONS WITH PATH DEPENDENT FEATURES AND THEIR MULTI-ASSET EXTENSIONS
+Normal rank
@@ Property / cites work @@
+Pricing of Asian exchange rate options under stochastic interest rates as a sum of options
+Normal rank
@@ Property / cites work @@
+Q4224351
@@ Property / cites work: Q4224351 / rank @@
+Normal rank