Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Cited by
43 articles.
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1. Reduction and reconstruction of SDEs via Girsanov and quasi Doob symmetries;Journal of Physics A: Mathematical and Theoretical;2021-04-13
2. Integral Representations for the Hartman–Watson Density;Journal of Theoretical Probability;2021-01-07
3. Short maturity conditional Asian options in local volatility models;Mathematics and Financial Economics;2020-01-18
4. SHORT MATURITY ASIAN OPTIONS FOR THE CEV MODEL;Probability in the Engineering and Informational Sciences;2018-06-05
5. Asian option as a fixed-point;Journal of Fixed Point Theory and Applications;2018-05-22