Pages that link to "Item:Q4647271"

The following pages link to One-state variable binomial models for European-/American-style geometric Asian options (Q4647271):

Displaying 2 items.

• Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (Q2150007) (← links)
• Geometric Asian options: valuation and calibration with stochastic volatility (Q4610238) (← links)