scientific article
From MaRDI portal
Publication:4001128
zbMath0759.60084MaRDI QIDQ4001128
Publication date: 26 September 1992
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 (12)
Contingent claims on assets with conversion costs. ⋮ Intrinsic expansions for averaged diffusion processes ⋮ The distributions of annuities ⋮ Asian Options Under One-Sided Lévy Models ⋮ The spectral expansion approach to index transforms and connections with the theory of diffusion processes ⋮ Existence of a fundamental solution of partial differential equations associated to Asian options ⋮ A Yosida's parametrix approach to Varadhan's estimates for a degenerate diffusion under the weak Hörmander condition ⋮ Risk‐neutral pricing techniques and examples ⋮ Exit times densities of the Bessel process ⋮ PASSPORT OPTIONS ⋮ Law of the exponential functional of one-sided Lévy processes and Asian options ⋮ Approximate valuation of average options
This page was built for publication:
