Pages that link to "Item:Q4610238"
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The following pages link to Geometric Asian options: valuation and calibration with stochastic volatility (Q4610238):
Displaying 12 items.
- Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility (Q433133) (← links)
- Stochastic volatility asymptotics of stock loans: valuation and optimal stopping (Q439269) (← links)
- On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps (Q535466) (← links)
- Lookback options and dynamic fund protection under multiscale stochastic volatility (Q882460) (← links)
- Pricing of the geometric Asian options under a multifactor stochastic volatility model (Q2074887) (← 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)
- An asymptotic expansion method for geometric Asian options pricing under the double Heston model (Q2213442) (← links)
- Geometric Asian options pricing under the double Heston stochastic volatility model with stochastic interest rate (Q2325143) (← links)
- Asymptotic approach to the pricing of geometric Asian options under the CEV model (Q2410444) (← links)
- Pricing average options under time-changed Lévy processes (Q2447509) (← links)
- Pricing of Ratchet equity-indexed annuities under stochastic interest rates (Q2463567) (← links)
