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Bounds for floating-strike Asian options using symmetry
Henderson, Vicky; Hobson, David G.; Shaw, William; … - 2003
Persistent link: https://www.econbiz.de/10009581655
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A comparison of q-optimal option prices in a stochastic volatility model with correlation
Henderson, Vicky; Hobson, David G.; Howison, Sam; … - 2003
Persistent link: https://www.econbiz.de/10009581657
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Coupling and option price comparisons in a jumb-diffusion model
Henderson, Vicky; Hobson, David G. - 2002
Persistent link: https://www.econbiz.de/10009581663
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Analytical comparisons of option prices in stochastic volatility models
Henderson, Vicky - 2002
Persistent link: https://www.econbiz.de/10009581661
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On the equivalence of floating and fixed-strike Asian options
Henderson, Vicky; Wojakowski, Rafa L. - 2001
Persistent link: https://www.econbiz.de/10009581665