Pages that link to "Item:Q613214"
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The following pages link to An analytic formula for the price of an American-style Asian option of floating strike type (Q613214):
Displayed 3 items.
- An explicit analytic formula for pricing barrier options with regime switching (Q2018548) (← links)
- On the pricing of Asian options with geometric average of American type with stochastic interest rate: a stochastic optimal control approach (Q2274620) (← links)
- An Exact Formula for Pricing American Exchange Options with Regime Switching (Q4562482) (← links)