Results 301 to 308 of about 1,680,218 (308)

Pricing geometric Asian rainbow options under fractional Brownian motion

Physica A: Statistical Mechanics and Its Applications, 2018
Feng Ma
exaly  

CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS

Mathematical Finance, 2006
Min Dai, Yue Kuen Kwok
exaly  

Valuing Asian and Portfolio Options by Conditioning on the Geometric Mean Price

Management Science, 1994
exaly  

Pricing of geometric Asian options under Heston's stochastic volatility model

Quantitative Finance, 2014
Bara Kim, In-Suk Wee
exaly  

On the explicit evaluation of the Geometric Asian options in stochastic volatility models with jumps

Journal of Computational and Applied Mathematics, 2011
Friedrich Hubalek, Carlo Sgarra
exaly  

The pricing of Asian options under stochastic interest rates

Applied Mathematical Finance, 1996
exaly  

On Upper Bounds of Prices of Asian Options

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

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

1997
openaire   +1 more source