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Pricing of Parisian options for a jump-diffusion model with two-sided jumps
Albrecher, Hansjörg; Kortschak, Dominik; Zhou, Xiaowen - In: Applied mathematical finance 19 (2012) 1/2, pp. 97-129
Persistent link: https://www.econbiz.de/10009561239
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General lower bounds for arithmetic Asian option prices
Albrecher, H.; Mayer, Philipp; Schoutens, W. - In: Applied mathematical finance 15 (2008) 1/2, pp. 123-149
Persistent link: https://www.econbiz.de/10003751123
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General Lower Bounds for Arithmetic Asian Option Prices
Albrecher, H.; Mayer, P.A.; Schoutens, W. - In: Applied mathematical finance 15 (2008) 1-2, pp. 123-150
Persistent link: https://www.econbiz.de/10008221134
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General Lower Bounds for Arithmetic Asian Option Prices
Albrecher, H.; Mayer, P.A.; Schoutens, W. - In: Applied mathematical finance 15 (2008) 2, pp. 123-150
Persistent link: https://www.econbiz.de/10008221162
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A note on the suboptimality of path-dependent pay-offs in Lévy markets
Vanduffel, Steven; Chernih, Andrew; Maj, Matheusz; … - In: Applied mathematical finance 16 (2009) 3/4, pp. 315-330
Persistent link: https://www.econbiz.de/10003916188
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A Note on the Suboptimality of Path-Dependent Pay-Offs in Levy Markets
Vanduffel, Steven; Chernih, Andrew; Maj, Matheusz; … - In: Applied mathematical finance 16 (2009) 4, pp. 315-330
Persistent link: https://www.econbiz.de/10008314734
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A Note on the Suboptimality of Path-Dependent Pay-Offs in Levy Markets
Vanduffel, Steven; Chernih, Andrew; Maj, Matheusz; … - In: Applied mathematical finance 16 (2009) 3-4, pp. 315-330
Persistent link: https://www.econbiz.de/10008336483