Narrow search
Showing 1 - 4 of 4
Cover Image
Discrete sums of geometric Brownian motions, annuities and Asian options
Pirjol, Dan; Zhu, Lingjiong - In: Insurance / Mathematics & economics 70 (2016), pp. 19-37
Persistent link: https://www.econbiz.de/10011597130
Cover Image
Short maturity forward start Asian options in local volatility models
Pirjol, Dan; Wang, Jing; Zhu, Lingjiong - In: Applied mathematical finance 26 (2019) 3, pp. 187-221
Persistent link: https://www.econbiz.de/10012210271
Cover Image
Asymptotics for short maturity Asian options in jump-diffusion models with local volatility
Pirjol, Dan; Zhu, Lingjiong - In: Quantitative finance 24 (2024) 3/4, pp. 433-449
Persistent link: https://www.econbiz.de/10014552074
Cover Image
Short-maturity asymptotics for option prices with interest rate effects
Pirjol, Dan; Zhu, Lingjiong - In: International journal of theoretical and applied … 26 (2023) 6/7, pp. 1-28
Persistent link: https://www.econbiz.de/10014500189