Derivatives
From MaRDI portal
Cited in
(5)- Geometric Asian options pricing under the double Heston stochastic volatility model with stochastic interest rate
- Financial valuation of guaranteed minimum withdrawal benefits
- Pricing electricity day-ahead cap futures with multifactor skew-t densities
- Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions
- Prices and sensitivities of Asian options: A survey
This page was built for software: Derivatives
