Author:
Albrecher H.,Mayer P. A.,Schoutens W.
Subject
Applied Mathematics,Finance
Cited by
35 articles.
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1. PRICING ASIAN OPTIONS WITH CORRELATORS;International Journal of Theoretical and Applied Finance;2021-12
2. CONSISTENT UPPER PRICE BOUNDS FOR EXOTIC OPTIONS;International Journal of Theoretical and Applied Finance;2021-03
3. Model-independent price bounds for Catastrophic Mortality Bonds;Insurance: Mathematics and Economics;2021-01
4. Comonotonic asset prices in arbitrage-free markets;Journal of Computational and Applied Mathematics;2020-01
5. MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL VOLATILITY MODELS;International Journal of Theoretical and Applied Finance;2018-08