Valuing vulnerable geometric Asian options (Q2006638): Difference between revisions

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+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
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+The pricing of vulnerable options with double Mellin transforms
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+Option pricing with Mellin transforms
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+Mellin transform method for European option pricing with Hull-White stochastic interest rate
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+A CLOSED-FORM SOLUTION FOR LOOKBACK OPTIONS USING MELLIN TRANSFORM APPROACH
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+Pricing vulnerable path-dependent options using integral transforms
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+Q3075650
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+Stochastic differential equations. An introduction with applications.
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+Pricing vulnerable options under a stochastic volatility model
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+Q5437427
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+Normal rank