Author:
Foschi Paolo,Pagliarani Stefano,Pascucci Andrea
Subject
Applied Mathematics,Computational Mathematics
Reference53 articles.
1. On some exponential functionals of Brownian motion;Yor;Adv. Appl. Probab.,1992
2. Sur certaines fonctionnelles exponentielles du mouvement brownien réel;Yor;J. Appl. Probab.,1992
3. Quelques relations entre processus de Bessel, options asiatiques et fonctions confluentes hypergéométriques;Geman;C. R. Acad. Sci. Paris Sér. I,1992
4. Modelling Financial Derivatives with Mathematica: Mathematical Models and Benchmark Algorithms;Shaw,1998
5. Pricing continuous time Asian options: a comparison of Monte Carlo and Laplace transform inversion methods;Fu;J. Comput. Finance,1998
Cited by
35 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献