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An adjusted binomial model for pricing Asian options
Costabile, Massimo; Massabó, Ivar; Russo, Emilio - In: Review of quantitative finance and accounting 27 (2006) 3, pp. 285-296
Persistent link: https://www.econbiz.de/10003374247
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A shifted tree model for the efficient evaluation of options with fixed dividends
Costabile, Massimo; Massabo, Ivar; Russo, Emilio - In: IMA journal of management mathematics 29 (2018) 1, pp. 39-51
Persistent link: https://www.econbiz.de/10011858934
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On pricing Asian options under stochastic volatility
Russo, Emilio; Staino, Alessandro - In: The journal of derivatives : the official publication … 23 (2016) 4, pp. 7-19
Persistent link: https://www.econbiz.de/10011687238