Pages that link to "Item:Q5692940"
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The following pages link to LAGUERRE SERIES IN CONTINGENT CLAIM VALUATION, WITH APPLICATIONS TO ASIAN OPTIONS (Q5692940):
Displaying 10 items.
- On contingent-claim valuation in continuous-time for volatility models of Ornstein-Uhlenbeck type (Q2511180) (← links)
- Discrete-time approximation of functionals in models of Ornstein-Uhlenbeck type, with applications to finance (Q2516384) (← links)
- On ladder height densities and Laguerre series in the study of stochastic functionals. I. Basic methods and results (Q3417913) (← links)
- On ladder height densities and Laguerre series in the study of stochastic functionals. II. Exponential functionals of Brownian motion and Asian option values (Q3417914) (← links)
- Continuous-time methods in the study of discretely sampled functionals of Lévy processes. I. The positive process case (Q3435398) (← links)
- Exercisability Randomization of the American Option (Q3518307) (← links)
- On constructive complex analysis in finance: Explicit formulas for Asian options (Q3616463) (← links)
- Guiding the guiders: Foundations of a market-driven theory of disclosure (Q4989147) (← links)
- Asian Options Under One-Sided Lévy Models (Q5299562) (← links)
- A new method for generating approximation algorithms for financial mathematics applications (Q5745631) (← links)
