Narrow search
Showing 1 - 4 of 4
Cover Image
Subleading correction to the Asian options volatility in the black-scholes model
Pirjol, Dan - In: International journal of theoretical and applied … 26 (2023) 2/3, pp. 1-19
Persistent link: https://www.econbiz.de/10014365668
Cover Image
Sensitivities of Asian options in the black-scholes model
Pirjol, Dan; Zhu, Lingjiong - In: International journal of theoretical and applied finance 21 (2018) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10011846502
Cover Image
Short maturity forward start Asian options in local volatility models
Pirjol, Dan; Wang, Jing; Zhu, Lingjiong - In: Applied mathematical finance 26 (2019) 3, pp. 187-221
Persistent link: https://www.econbiz.de/10012210271
Cover Image
Asymptotics for short maturity Asian options in jump-diffusion models with local volatility
Pirjol, Dan; Zhu, Lingjiong - In: Quantitative finance 24 (2024) 3/4, pp. 433-449
Persistent link: https://www.econbiz.de/10014552074