Nagaradjasarma, Jayalaxshmi

Number of items: 3.
Article
  • Dassios, Angelos, Nagaradjasarma, Jayalaxshmi (2006). The square-root process and Asian options. Quantitative Finance, 6(4), 337-347. https://doi.org/10.1080/14697680600724775
    • Thesis
  • Nagaradjasarma, Jayalaxshmi (2003). Path-dependent functionals of constant elasticity of variance and related processes distributional results and applications in finance. [Doctoral thesis]. London School of Economics and Political Science.
    • Working paper
  • Dassios, Angelos, Nagaradjasarma, Jayalaxshmi (2011). Pricing of Asian options on interest rates in the CIR model. Department of Statistics, London School of Economics and Political Science.