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, № 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, № 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, № 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, № 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, № 10, 2018, 1491  crossref
  7. SCOTT ALEXANDER, ALEXANDER NOVIKOV, NINO KORDZAKHIA, “BOUNDS ON PRICES FOR ASIAN OPTIONS VIA FOURIER METHODS”, ANZIAM J., 57, № 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, № 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, № 4, 2009, 501  crossref
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