Pages that link to "Item:Q2485814"
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The following pages link to Equivalence of floating and fixed strike Asian and lookback options (Q2485814):
Displaying 22 items.
- Causality effects in return volatility measures with random times (Q737283) (← links)
- Exotic options under Lévy models: an overview (Q818210) (← links)
- On the duality principle in option pricing: semimartingale setting (Q928504) (← links)
- Computing exponential moments of the discrete maximum of a Lévy process and lookback options (Q964688) (← links)
- Optimal exercise boundary of American fractional lookback option in a mixed jump-diffusion fractional Brownian motion environment (Q1992912) (← links)
- Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921) (← links)
- Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← links)
- Pricing of fixed-strike lookback options on assets with default risk (Q2298860) (← links)
- Bounds for in-progress floating-strike Asian options using symmetry (Q2480218) (← links)
- Bounds for the price of discrete arithmetic Asian options (Q2570028) (← links)
- General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options (Q2806817) (← links)
- BLACK-SCHOLES REPRESENTATION FOR ASIAN OPTIONS (Q2875730) (← links)
- A comprehensive mathematical approach to exotic option pricing (Q2910830) (← links)
- An Efficient Transform Method for Asian Option Pricing (Q2953943) (← links)
- A General Framework for Pricing Asian Options Under Markov Processes (Q3450459) (← links)
- Portfolio sensitivity to changes in the maximum and the maximum drawdown (Q3577150) (← links)
- A NEW STOPPING PROBLEM AND THE CRITICAL EXERCISE PRICE FOR AMERICAN FRACTIONAL LOOKBACK OPTION IN A SPECIAL MIXED JUMP-DIFFUSION MODEL (Q5050867) (← links)
- Computable Error Bounds of Laplace Inversion for Pricing Asian Options (Q5137949) (← links)
- Asian options on the harmonic average (Q5245894) (← links)
- Asian Options Under One-Sided Lévy Models (Q5299562) (← links)
- Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment (Q6131370) (← links)
- Pricing discretely monitored Asian options under regime-switching and stochastic volatility models with jumps (Q6182318) (← links)
