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References from Asian Option Pricing Under a Two-Factor Stochastic Volatility with a Stochastic Long-Term Mean. Local targets link to admitted publications; unresolved targets remain external evidence.
A Pricing Method for Options Based on Average Asset Values
10.1016/0378-4266(90)90039-5 · 1990 · External reference
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
10.1093/rfs/6.2.327 · 1993 · External reference
Pricing of Geometric Asian Options under Heston’s Stochastic Volatility Model
10.1080/14697688.2011.596844 · 2014 · External reference
The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well
10.1287/mnsc.1090.1065 · 2009 · External reference
Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate
10.1155/2019/4316272 · 2019 · External reference
Valuation of Asian Options with Default Risk under GARCH Models
10.1016/j.iref.2020.06.019 · 2020 · External reference
A hybrid prediction model integrating GARCH models with a distribution manipulation strategy based on LSTM networks for stock market volatility
10.1109/access.2022.3163723 · 2022 · External reference
Forecasting the Volatility of CSI 300 Index with a Hybrid Model of LSTM and Multiple GARCH Models
10.1007/s10614-024-10785-0 · 2025 · External reference
A GARCH-temporal fusion transformer model for the volatility prediction of exchange traded funds
10.1007/s00521-025-11468-z · 2025 · External reference
Pricing Geometric Asian Extremum Options under Mixed Fractional Brownian Motion with Jumps
10.1007/s13160-025-00723-4 · 2025 · External reference
10.3390/math14091545
10.3390/math14091545 · External reference
10.3390/math14152673
10.3390/math14152673 · External reference
A Closed-Form Pricing Formula for European Options under a New Stochastic Volatility Model with a Stochastic Long-Term Mean
10.1007/s11579-020-00281-y · 2021 · External reference
Analytically Pricing Vulnerable Options under the Stochastic Volatility Model with Stochastic Long-Term Mean and Stochastic Liquidity
10.1016/j.cnsns.2026.110130 · 2026 · External reference
10.3390/math13152515
10.3390/math13152515 · External reference
Analytic approximations for European-style Asian spread options
10.3934/math.2024573 · 2024 · External reference
Pricing geometric Asian options with liquidity risk under a regime-switching mixed fractional Brownian motion with jumps model
10.1016/j.matcom.2026.05.020 · 2026 · External reference
Valuing Vulnerable Geometric Asian Basket Options Under Stochastic Volatility Jump Diffusion Model
10.1007/s10614-025-10954-9 · 2026 · External reference
Note on the inversion theorem
10.1093/biomet/38.3-4.481 · 1951 · External reference
A comparison of biased simulation schemes for stochastic volatility models
10.1080/14697680802392496 · 2010 · External reference
A GARCH-temporal fusion transformer model for the volatility prediction of exchange traded funds
10.1007/s00521-025-11468-z · ExternalCitation · doi-reference
Forecasting the Volatility of CSI 300 Index with a Hybrid Model of LSTM and Multiple GARCH Models
10.1007/s10614-024-10785-0 · ExternalCitation · doi-reference
Valuing Vulnerable Geometric Asian Basket Options Under Stochastic Volatility Jump Diffusion Model
10.1007/s10614-025-10954-9 · ExternalCitation · doi-reference
A Closed-Form Pricing Formula for European Options under a New Stochastic Volatility Model with a Stochastic Long-Term Mean
10.1007/s11579-020-00281-y · ExternalCitation · doi-reference
Pricing Geometric Asian Extremum Options under Mixed Fractional Brownian Motion with Jumps
10.1007/s13160-025-00723-4 · ExternalCitation · doi-reference
A Pricing Method for Options Based on Average Asset Values
10.1016/0378-4266(90)90039-5 · ExternalCitation · doi-reference
Analytically Pricing Vulnerable Options under the Stochastic Volatility Model with Stochastic Long-Term Mean and Stochastic Liquidity
10.1016/j.cnsns.2026.110130 · ExternalCitation · doi-reference
Valuation of Asian Options with Default Risk under GARCH Models
10.1016/j.iref.2020.06.019 · ExternalCitation · doi-reference
Pricing geometric Asian options with liquidity risk under a regime-switching mixed fractional Brownian motion with jumps model
10.1016/j.matcom.2026.05.020 · ExternalCitation · doi-reference
A comparison of biased simulation schemes for stochastic volatility models
10.1080/14697680802392496 · ExternalCitation · doi-reference
Pricing of Geometric Asian Options under Heston’s Stochastic Volatility Model
10.1080/14697688.2011.596844 · ExternalCitation · doi-reference
Note on the inversion theorem
10.1093/biomet/38.3-4.481 · ExternalCitation · doi-reference
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
10.1093/rfs/6.2.327 · ExternalCitation · doi-reference
A hybrid prediction model integrating GARCH models with a distribution manipulation strategy based on LSTM networks for stock market volatility
10.1109/access.2022.3163723 · ExternalCitation · doi-reference
Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate
10.1155/2019/4316272 · ExternalCitation · doi-reference
The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well
10.1287/mnsc.1090.1065 · ExternalCitation · doi-reference
10.3390/math13152515
10.3390/math13152515 · ExternalCitation · doi-reference
10.3390/math14091545
10.3390/math14091545 · ExternalCitation · doi-reference
10.3390/math14152673
10.3390/math14152673 · ExternalCitation · doi-reference
Analytic approximations for European-style Asian spread options
10.3934/math.2024573 · ExternalCitation · doi-reference
