Pages that link to "Item:Q2410444"
From MaRDI portal
The following pages link to Asymptotic approach to the pricing of geometric Asian options under the CEV model (Q2410444):
Displaying 4 items.
- Analytical valuation for geometric Asian options in illiquid markets (Q2150932) (← links)
- An asymptotic expansion method for geometric Asian options pricing under the double Heston model (Q2213442) (← links)
- Asian-barrier option pricing formulas of uncertain financial market (Q2213602) (← links)
- A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
