Pages that link to "Item:Q2131688"
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The following pages link to Pricing geometric Asian power options in the sub-fractional Brownian motion environment (Q2131688):
Displaying 3 items.
- Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) (← links)
- Geometric Asian power option pricing with transaction cost under the geometric fractional Brownian motion with \(w\) sources of risk in fuzzy environment (Q6591548) (← links)
- An efficient algorithm to solve the geometric Asian power option price PDE under the stochastic volatility model (Q6660858) (← links)
