Pricing Asian Options for Jump Diffusions

Erhan Bayraktar Hao Xing

Published in: CoRR (2007)

Keyphrases

option pricing
black scholes model
double exponential
black scholes
anisotropic diffusion
decision analysis
hong kong
diffusion processes
markov chain
stock price
social networks
optimal pricing
vector valued
revenue management
pricing model
dynamic pricing
profit maximization
case study
learning algorithm