scientific article
From MaRDI portal
Publication:3412525
zbMath1140.91379MaRDI QIDQ3412525
Phelim P. Boyle, Feidhlim Boyle
Publication date: 21 December 2006
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (6)
Pricing electricity day-ahead cap futures with multifactor skew-t densities ⋮ Prices and sensitivities of Asian options: A survey ⋮ Financial valuation of guaranteed minimum withdrawal benefits ⋮ Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions ⋮ Derivatives ⋮ Geometric Asian options pricing under the double Heston stochastic volatility model with stochastic interest rate
This page was built for publication:
