Items where Author is "Nagaradjasarma, Jayalaxshmi"

Article

Dassios, Angelos ORCID: 0000-0002-3968-2366 and Nagaradjasarma, Jayalaxshmi (2006) The square-root process and Asian options. Quantitative Finance, 6 (4). pp. 337-347. ISSN 1469-7688

Monograph

Dassios, Angelos ORCID: 0000-0002-3968-2366 and Nagaradjasarma, Jayalaxshmi (2011) Pricing of Asian options on interest rates in the CIR model. . Department of Statistics, London School of Economics and Political Science, London, UK.