Estimation of the bid-ask prices for the European discrete geometric average and arithmetic average Asian options
DOI10.1155/2021/9979285zbMATH Open1471.91578OpenAlexW3166823754MaRDI QIDQ2045356FDOQ2045356
Authors: Yanyan Li 
Publication date: 12 August 2021
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2021/9979285
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Cites Work
- Title not available (Why is that?)
- Stochastic Volatility for Lévy Processes
- Markets as a counterparty: an introduction to conic finance
- Theory of capacities
- Implied liquidity risk premia in option markets
- Applied conic finance
- A Universal Framework for Pricing Financial and Insurance Risks
- Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations
- Estimation of ask and bid prices for geometric Asian options
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