Pages that link to "Item:Q2150932"
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The following pages link to Analytical valuation for geometric Asian options in illiquid markets (Q2150932):
Displaying 6 items.
- Variance and volatility swaps valuations with the stochastic liquidity risk (Q2068493) (← links)
- Pricing equity warrants in Merton jump-diffusion model with credit risk (Q2141463) (← links)
- Bayesian statistical inference for European options with stock liquidity (Q2156653) (← links)
- An interest-rate model with jumps for uncertain financial markets (Q2161801) (← links)
- Numerical pricing of exchange option with stock liquidity under Bayesian statistical method (Q5081059) (← links)
- The valuation of American options with the stochastic liquidity risk and jump risk (Q6608229) (← links)
