Pages that link to "Item:Q3022037"
From MaRDI portal
The following pages link to AN ACCURATE VALUATION OF ASIAN OPTIONS USING MOMENTS (Q3022037):
Displaying 5 items.
- Diversified portfolios with different entropy measures (Q279248) (← links)
- Moments and Mellin transform of the asset price in Stein and Stein model and option pricing (Q1754533) (← links)
- Method for constructing Stieltjes classes for \(M\)-indeterminate probability distributions (Q1780524) (← links)
- Intrinsic expansions for averaged diffusion processes (Q2360242) (← links)
- PRICING ASIAN OPTIONS WITH CORRELATORS (Q5061498) (← links)
