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A Refined Binomial Lattice for Pricing American Asian Options
Chalasani, Prasad; Jha, Somesh; Egriboyun, Feyzullah; … - In: Review of derivatives research 3 (1999) 1, pp. 85
Persistent link: https://www.econbiz.de/10005962232
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Accurate approximations for European-style Asian options
Chalasani, Prasad; Jha, Somesh; Varikooty, Ashok - In: The journal of computational finance 1 (1998) 4, pp. 11-30
Persistent link: https://www.econbiz.de/10001366213
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ARTICLES - Randomized Stopping Times and American Option Pricing with Transaction Costs
Chalasani, Prasad; Jha, Somesh - In: Mathematical finance : an international journal of … 11 (2001) 1, pp. 33-78
Persistent link: https://www.econbiz.de/10008217203
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Randomized stopping times and American option pricing with transaction costs
Chalasani, Prasad; Jha, Somesh - In: Mathematical finance : an international journal of … 11 (2001) 1, pp. 33-77
Persistent link: https://www.econbiz.de/10001650918