Pages that link to "Item:Q4555113"
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The following pages link to Geometric Asian option pricing in general affine stochastic volatility models with jumps (Q4555113):
Displayed 10 items.
- A general framework for pricing Asian options under stochastic volatility on parallel architectures (Q1991237) (← links)
- Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (Q2150007) (← links)
- Analytical valuation for geometric Asian options in illiquid markets (Q2150932) (← links)
- Asian options pricing in Hawkes-type jump-diffusion models (Q2174173) (← links)
- General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options (Q2806817) (← links)
- SOME PRICING TOOLS FOR THE VARIANCE GAMMA MODEL (Q3304214) (← links)
- Is the Variance Swap Rate Affine in the Spot Variance? Evidence from S&P500 Data (Q4994351) (← links)
- Moments of integrated exponential Lévy processes and applications to Asian options pricing (Q5039631) (← links)
- Short Communication: Caplet Pricing in Affine Models for Alternative Risk-Free Rates (Q5886356) (← links)
- Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) (← links)