Asymptotic Solutions for Australian Options with Low Volatility (Q4586320): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Differential equations and asymptotic solutions for arithmetic Asian options: ‘Black–Scholes formulae’ for Asian rate calls / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Asian and Australian options: a common perspective / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Variable purchase options / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On the equivalence of floating- and fixed-strike Asian options / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Spectral Expansions for Asian (Average Price) Options / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Essentially exact asymptotic solutions for Asian derivatives / rank | |||
Normal rank | |||
Latest revision as of 15:04, 16 July 2024
scientific article; zbMATH DE number 6935845
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Solutions for Australian Options with Low Volatility |
scientific article; zbMATH DE number 6935845 |
Statements
Asymptotic Solutions for Australian Options with Low Volatility (English)
0 references
12 September 2018
0 references
Asian options
0 references
Australian options
0 references
stochastic volatility
0 references
asymptotic expansions
0 references
