Results 281 to 286 of about 1,425,256 (286)

Pricing of geometric average Asian option under the sub-diffusion Merton interest rate model

Communications in Statistics - Theory and Methods
Zhidong Guo
exaly  

Geometric Asian power option pricing with transaction cost under the geometric fractional Brownian motion with sources of risk in fuzzy environment

Journal of Computational and Applied Mathematics
Ali Reza Najafi, Abdulaziz Alsenafi, Fares Alazemi   +2 more
exaly  

On Upper Bounds of Prices of Asian Options

Computational Mathematics and Modeling
Morozov, V. V., Taszhanov, T. K.
openaire   +2 more sources

The Mellin Transform Method as an Alternative Analytic Solution for the Valuation of Geometric Asian Option

Applied and Computational Mathematics, 2014
exaly  

Chapter 6. APPROXIMATING ARITHMETIC ASIAN OPTIONS WITH CORRESPONDING GEOMETRIC ASIAN OPTIONS

1997
openaire   +1 more source

Asian real option: New approach to project economic valuation

2012
exaly