24 citations to 10.1239/jap/1037816027 (Crossref Cited-By Service)
  1. ALESSANDRO RAMPONI, “FOURIER TRANSFORM METHODS FOR REGIME-SWITCHING JUMP-DIFFUSIONS AND THE PRICING OF FORWARD STARTING OPTIONS”, Int. J. Theor. Appl. Finan., 15, no. 05, 2012, 1250037  crossref
  2. Gianluca Fusai, Guido Germano, Daniele Marazzina, “Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options”, European Journal of Operational Research, 251, no. 1, 2016, 124  crossref
  3. Sudip Chandra, Diganta Mukherjee, Indranil SenGupta, “A PIDE and Closed-Form Fourier Pricing Expression for Look-Back Option Under LLvy Process”, SSRN Journal, 2018  crossref
  4. Arkadiusz Orzechowski, “WYCENA ASYMETRYCZNYCH OPCJI LOGARYTMICZNYCH ZA POMOCĄ TRANSFORMATY FOURIERA”, QME, 19, no. 3, 2018, 238  crossref
  5. Ernst Eberlein, Antonis Papapantoleon, “Equivalence of floating and fixed strike Asian and lookback options”, Stochastic Processes and their Applications, 115, no. 1, 2005, 31  crossref
  6. Hamada Imtara, Noori Al-Waili, Meryem Bakour, Wail Al-Waili, Badiaa Lyoussi, “Evaluation of antioxidant, diuretic, and wound healing effect of Tulkarm honey and its effect on kidney function in rats”, Vet World, 11, no. 10, 2018, 1491  crossref
  7. SCOTT ALEXANDER, ALEXANDER NOVIKOV, NINO KORDZAKHIA, “BOUNDS ON PRICES FOR ASIAN OPTIONS VIA FOURIER METHODS”, ANZIAM J., 57, no. 3, 2016, 299  crossref
  8. Ning Cai, Steven Kou, Yingda Song, “A Unified Framework for Computing Regime-Switching Models”, SSRN Journal, 2019  crossref
  9. Ross Green, I. David Abrahams, Gianluca Fusai, “Pricing financial claims contingent upon an underlying asset monitored at discrete times”, J Eng Math, 59, no. 4, 2007, 373  crossref
  10. Liming Feng, Vadim Linetsky, “Computing exponential moments of the discrete maximum of a Lévy process and lookback options”, Finance Stoch, 13, no. 4, 2009, 501  crossref
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