Pages that link to "Item:Q2006638"

The following pages link to Valuing vulnerable geometric Asian options (Q2006638):

Displaying 21 items.

• Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation (Q344266) (← links)
• Pricing vulnerable path-dependent options using integral transforms (Q344273) (← links)
• An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model (Q504846) (← links)
• The pricing of dynamic fund protection with default risk (Q679581) (← links)
• Some properties concerning the analysis of generalized Wright function (Q1987442) (← links)
• Analytical valuation of vulnerable European and Asian options in intensity-based models (Q2020536) (← links)
• Pricing vulnerable options with jump risk and liquidity risk (Q2059298) (← links)
• Pricing path-dependent options under the Hawkes jump diffusion process (Q2097472) (← links)
• An asymptotic expansion approach to the valuation of vulnerable options under a multiscale stochastic volatility model (Q2131629) (← links)
• Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (Q2150007) (← links)
• Closed-form pricing formula for foreign equity option with credit risk (Q2167080) (← links)
• Two frameworks for pricing defaultable derivatives (Q2213633) (← links)
• Analytic valuation of European continuous-installment barrier options (Q2315940) (← links)
• Pricing vulnerable power exchange options in an intensity based framework (Q2423595) (← links)
• Pricing vulnerable fader options under stochastic volatility models (Q2691481) (← links)
• (Q4582807) (← links)
• Variational inequality arising from variable annuity with mean reversion environment (Q6142192) (← links)
• Explicit pricing formulas for vulnerable path-dependent options with early counterparty credit risk (Q6161979) (← links)
• (Q6168686) (← links)
• Pricing Vulnerable Options in Fractional Brownian Markets: a Partial Differential Equations Approach (Q6495739) (← links)
• Pricing vulnerable lookback options using Laplace transforms (Q6581980) (← links)