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Non-Gaussian Closed Form Solutions for Geometric Average Asian Options in the Framework of Non-Extensive Statistical Mechanics. 期刊论文
Entropy, 2018, 卷号: Vol.20 No.1, 页码: 1-12
作者:  Zhao,Pan;  Zhou,Benda;  Wang,Jixia
收藏  |  浏览/下载:7/0  |  提交时间:2019/04/22
Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2014, 卷号: 226, 期号: [db:dc_citation_issue], 页码: 598-605
作者:  Wang, Zhiguo;  Wang, Luping;  Wang, Deng-Shan;  Jin, Yan
收藏  |  浏览/下载:2/0  |  提交时间:2019/12/03
Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2014, 卷号: 226
作者:  Wang, Zhiguo;  Wang, Luping;  Wang, Deng-Shan;  Jin, Yan
收藏  |  浏览/下载:2/0  |  提交时间:2019/12/05
A QUASI-ANALYTICAL PRICING MODEL FOR ARITHMETIC ASIAN OPTIONS 期刊论文
http://dx.doi.org/10.1002/fut.21576, 2013
Sun, Jianqiang; Chen, Langnan; Li, Shiyin; 李时银
收藏  |  浏览/下载:5/0  |  提交时间:2015/07/22
One-state variable binomial models for European-/American-style geometric Asian options 其他
2003-01-01
Dai, M
收藏  |  浏览/下载:2/0  |  提交时间:2015/11/12


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