Small dimension PDE for discrete Asian options (Q951412): Difference between revisions

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+A Jump/Diffusion Consumption‐Based Capital Asset Pricing Model and the Equity Premium Puzzle
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+PRICING OF AMERICAN PATH-DEPENDENT CONTINGENT CLAIMS
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+The Pricing of Options and Corporate Liabilities
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+Q4226825
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+Q4218398
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+Penalty methods for American options with stochastic volatility
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+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
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+Markov interest rate models
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Pricing Interest-Rate-Derivative Securities
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+Q4794126
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+Option pricing when underlying stock returns are discontinuous
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+Q5289009
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+The value of an Asian option
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+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
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