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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Asien"
~subject:"Martingale"
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Asien
Martingale
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123
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International journal of theoretical and applied finance
Pacific-Basin finance journal
Finance and stochastics
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Review of derivatives research
3
International journal of financial engineering
2
Journal of mathematical finance
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28th Australasian Finance and Banking Conference
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European journal of operational research : EJOR
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INFORMS journal on computing : JOC
1
International journal of financial markets and derivatives
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International journal of theoretical and applied finance : IJTAF
1
International review of economics & finance : IREF
1
Inventi impact: microfinance & banking
1
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1
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1
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Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
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1
An imprecise pricing model for Asian options based on nonparametric predictive inference
He, Ting
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463687
Saved in:
2
Consistent upper price bounds for exotic options
Bäuerle, Nicole
;
Schmithals, Daniel Matthias
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012650310
Saved in:
3
Pricing Asian options with correlators
Lavagnini, Silvia
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-44
Persistent link: https://www.econbiz.de/10012887425
Saved in:
4
Sampling of one-dimensional probability measures in the convex order and computation of robust option price bounds
Alfonsi, Aurélien
;
Corbetta, Jacopo
;
Jourdain, Benjamin
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012019745
Saved in:
5
Sensitivities of Asian options in the black-scholes model
Pirjol, Dan
;
Zhu, Lingjiong
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011846502
Saved in:
6
Conditional Asian options
Feng, Runhuan
;
Volkmer, Hans W.
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011403926
Saved in:
7
Attainable contingent claims in a Markovian regime-switching market
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009706331
Saved in:
8
An analysis of the supply curve for liquidity risk through book data
Blais, Marcel
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 821-838
Persistent link: https://www.econbiz.de/10008905116
Saved in:
9
Values of mortgages with top-up payment options
Lai, Rose Neng
;
Ong, Seow-eng
;
Sing, Tien-foo
- In:
International journal of theoretical and applied finance
9
(
2006
)
5
,
pp. 801-824
Persistent link: https://www.econbiz.de/10003379044
Saved in:
10
An accurate valuation of Asian options using moments
Fusai, G.
;
Tagliani, Aldo
- In:
International journal of theoretical and applied finance
5
(
2002
)
2
,
pp. 147-169
Persistent link: https://www.econbiz.de/10001662967
Saved in:
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