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Analytical formulas for option prices under time-changed CARMA process
Tong, Zhigang - In: International journal of financial engineering 10 (2023) 3, pp. 1-24
Persistent link: https://www.econbiz.de/10014444664
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Analytical pricing of discrete arithmetic Asian options under generalized CIR process with time change
Tong, Zhigang; Liu, Allen - In: International journal of financial engineering 5 (2018) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10011922948
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Analytical pricing formulas for discretely sampled generalized variance swaps under stochastic time change
Tong, Zhigang; Liu, Allen - In: International journal of financial engineering 4 (2017) 2/3, pp. 1-24
Persistent link: https://www.econbiz.de/10011778268