Pages that link to "Item:Q4610222"
From MaRDI portal
The following pages link to Pricing Asian options in a semimartingale model (Q4610222):
Displaying 27 items.
- Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes (Q298749) (← links)
- Fourier transform of the continuous arithmetic Asian options PDE (Q420220) (← links)
- Lower and upper bounds for prices of Asian-type options (Q492182) (← links)
- Pricing Asian options in a stochastic volatility model with jumps (Q529935) (← links)
- On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps (Q535466) (← links)
- Exotic options under Lévy models: an overview (Q818210) (← links)
- Pricing and hedging Asian-style options on energy (Q889623) (← links)
- A unified approach for the pricing of options relating to averages (Q1627630) (← links)
- On the implied market price of risk under the stochastic numéraire (Q1648909) (← links)
- Analysis of variance based instruments for Ornstein-Uhlenbeck type models: swap and price index (Q1682600) (← links)
- Asian and Australian options: a common perspective (Q1994236) (← links)
- Numerical schemes for pricing Asian options under state-dependent regime-switching jump-diffusion models (Q2006622) (← links)
- Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921) (← links)
- Simplified stochastic calculus with applications in economics and finance (Q2030297) (← links)
- Short maturity conditional Asian options in local volatility models (Q2175467) (← links)
- Asian options and meromorphic Lévy processes (Q2255010) (← links)
- Pricing average options under time-changed Lévy processes (Q2447509) (← links)
- Equivalence of floating and fixed strike Asian and lookback options (Q2485814) (← links)
- Risk based capital for guaranteed minimum withdrawal benefit (Q4555091) (← links)
- Geometric Asian option pricing in general affine stochastic volatility models with jumps (Q4555113) (← links)
- Low-Dimensional Partial Integro-differential Equations for High-Dimensional Asian Options (Q4561939) (← links)
- A backward Monte Carlo approach to exotic option pricing (Q4575277) (← links)
- Variance reduction for Monte Carlo methods to evaluate option prices under multi-factor stochastic volatility models (Q4610269) (← links)
- Pricing Arithmetic Asian Options Under Lévy Models by Backward Induction in the Dual Space (Q4635240) (← links)
- Pricing Asian options with stochastic volatility (Q4647281) (← links)
- Asymptotics for the discrete-time average of the geometric Brownian motion and Asian options (Q5233177) (← links)
- Hedging Problem for Asian Call Options with Transaction Costs (Q6112446) (← links)
