The following pages link to (Q3561030):
Displaying 12 items.
- On the implied market price of risk under the stochastic numéraire (Q1648909) (← links)
- The use of power numeraires in option pricing (Q1728170) (← links)
- Asian and Australian options: a common perspective (Q1994236) (← links)
- No-arbitrage symmetries (Q2148548) (← links)
- Path-dependent game options: a lookback case (Q2447511) (← links)
- Alternative results for option pricing and implied volatility in jump-diffusion models using Mellin transforms (Q4600764) (← links)
- Partial differential equations for Asian option prices (Q5001142) (← links)
- Asian options on the harmonic average (Q5245894) (← links)
- IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS (Q5324399) (← links)
- LAGUERRE SERIES IN CONTINGENT CLAIM VALUATION, WITH APPLICATIONS TO ASIAN OPTIONS (Q5692940) (← links)
- Financial models with defaultable numéraires (Q5743119) (← links)
- No-arbitrage in a numéraire-independent modeling framework (Q6497106) (← links)
