Asians and cash dividends: Exploiting symmetries in pricing theory
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Cited by:
- Jiri Hoogland & Dimitri Neumann, 2001. "Tradable Schemes," Finance 0105003, University Library of Munich, Germany.
- Jan Vecer, 2013. "Asian options on the harmonic average," Quantitative Finance, Taylor & Francis Journals, vol. 14(8), pages 1315-1322, September.
- Vicky Henderson & David Hobson & William Shaw & Rafal Wojakowski, 2007. "Bounds for in-progress floating-strike Asian options using symmetry," Annals of Operations Research, Springer, vol. 151(1), pages 81-98, April.
- J. K. Hoogland & C. D. D. Neumann & M. H. Vellekoop, 2003. "Symmetries In Jump-Diffusion Models With Applications In Option Pricing And Credit Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 6(02), pages 135-172.
- Jan Vecer & Mingxin Xu, 2004. "Pricing Asian options in a semimartingale model," Quantitative Finance, Taylor & Francis Journals, vol. 4(2), pages 170-175.
- Eberlein, Ernst & Papapantoleon, Antonis, 2005. "Equivalence of floating and fixed strike Asian and lookback options," Stochastic Processes and their Applications, Elsevier, vol. 115(1), pages 31-40, January.
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