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~isPartOf:"European journal of operational research : EJOR"
~person:"Kyriakou, Ioannis"
~person:"Orosi, Greg"
~subject:"Optionsgeschäft"
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Optionsgeschäft
Asian option
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Kyriakou, Ioannis
Orosi, Greg
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European journal of operational research : EJOR
Journal of derivatives & hedge funds
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Annals of financial economics
1
European financial management : the journal of the European Financial Management Association
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International journal of financial markets and derivatives
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ECONIS (ZBW)
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A general framework for pricing Asian options under stochastic volatility on parallel architecture
Corsaro, Stefania
;
Kyriakou, Ioannis
;
Marazzina, Daniele
; …
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1082-1095
Persistent link: https://www.econbiz.de/10011942796
Saved in:
2
General lattice methods for arithmetic Asian options
Gambaro, Anna Maria
;
Kyriakou, Ioannis
;
Fusai, Gianluca
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 1185-1199
Persistent link: https://www.econbiz.de/10012161893
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