PricingAsian options in a semimartingale model
J Vecer, M Xu - Quantitative finance, 2003 - iopscience.iop.org
In this paper we study arithmetic Asian options when the underlying stock is driven by
special semimartingale processes. We show that the inherently path dependent problem of …
special semimartingale processes. We show that the inherently path dependent problem of …
Pricing Asian options in a semimartingale model
J Vecer, M Xu - Quantitative Finance, 2004 - ingentaconnect.com
In this paper we study arithmetic Asian options when the underlying stock is driven by
special semimartingale processes. We show that the inherently path dependent problem of …
special semimartingale processes. We show that the inherently path dependent problem of …
[PDF][PDF] Pricing Asian Options in a Semimartingale Model
J Vecer, M Xu - researchgate.net
In this article we study arithmetic Asian options when the underlying stock is driven by
special semimartingale processes. We show that the inherently path dependent problem of …
special semimartingale processes. We show that the inherently path dependent problem of …
[PDF][PDF] Pricing Asian Options in a Semimartingale Model
J Vecer, M Xu - Citeseer
In this article we study arithmetic Asian options when the underlying stock is driven by
special semimartingale processes. We show that the inherently path dependent problem of …
special semimartingale processes. We show that the inherently path dependent problem of …
Pricing Asian options in a semimartingale model
J Vecer, M Xu - Quantitative Finance, 2004 - econpapers.repec.org
In this paper we studyy arithmetic Asian options when the underlying stock is driven by
special semimartingale processes. We show that the inherently path dependent problem of …
special semimartingale processes. We show that the inherently path dependent problem of …
Pricing Asian options in a semimartingale model
J Vecer, M Xu - Quantitative Finance, 2004 - elibrary.ru
In this paper we study arithmetic Asian options when the underlying stock is driven by
special semimartingale processes. We show that the inherently path dependent problem of …
special semimartingale processes. We show that the inherently path dependent problem of …
[引用][C] Pricing Asian options in a semimartingale model
J Vecer, M Xu - Quantitative Finance, 2004 - cir.nii.ac.jp
Pricing Asian options in a semimartingale model | CiNii Research CiNii 国立情報学研究所 学術
情報ナビゲータ[サイニィ] 詳細へ移動 検索フォームへ移動 論文・データをさがす 大学図書館の本を …
情報ナビゲータ[サイニィ] 詳細へ移動 検索フォームへ移動 論文・データをさがす 大学図書館の本を …
[PDF][PDF] Pricing Asian Options in a Semimartingale Model
J Vecer, M Xu - stat.columbia.edu
In this article we study arithmetic Asian options when the underlying stock is driven by
special semimartingale processes. We show that the inherently path dependent problem of …
special semimartingale processes. We show that the inherently path dependent problem of …
[PDF][PDF] Pricing Asian Options in a Semimartingale Model
J Vecer, M Xu - scholar.archive.org
In this article we study arithmetic Asian options when the underlying stock is driven by
special semimartingale processes. We show that the inherently path dependent problem of …
special semimartingale processes. We show that the inherently path dependent problem of …
[PDF][PDF] Pricing Asian Options in a Semimartingale Model
J Vecer, M Xu - math.cmu.edu
In this article we study arithmetic Asian options when the underlying stock is driven by
special semimartingale processes. We show that the inherently path dependent problem of …
special semimartingale processes. We show that the inherently path dependent problem of …