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Bibliographic Info Article provided by Elsevier in its journal Journal of International Money and Finance.

On Asian option pricing for NIG Lévy processes

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Pricing European average rate currency options. Author info Abstract Bibliographic info Download info Related research References Citations Lists Statistics Corrections. No abstract is available for this item.

The pricing of Asian options with default risk : Research in Finance

Article provided by Elsevier in its journal Journal of International Money and Finance. HTML HTML with abstract plain text plain text with abstract BibTeX RIS EndNote, RefMan, ProCite ReDIF JSON in new window. No references listed on IDEAS You can help add them by filling out this form.

Analytical Valuation of American-Style Asian Options

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