Pages that link to "Item:Q3532293"
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The following pages link to Differential equations and asymptotic solutions for arithmetic Asian options: ‘Black–Scholes formulae’ for Asian rate calls (Q3532293):
Displayed 17 items.
- Fourier transform of the continuous arithmetic Asian options PDE (Q420220) (← links)
- Transforming arithmetic Asian option PDE to the parabolic equation with constant coefficients (Q539363) (← links)
- A unified approach for the pricing of options relating to averages (Q1627630) (← links)
- Asian and Australian options: a common perspective (Q1994236) (← links)
- Pricing vulnerable claims in a Lévy-driven model (Q2255005) (← links)
- Intrinsic expansions for averaged diffusion processes (Q2360242) (← links)
- A meshless method for Asian style options pricing under the Merton jump-diffusion model (Q2804502) (← links)
- General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options (Q2806817) (← links)
- Essentially exact asymptotic solutions for Asian derivatives (Q2888863) (← links)
- Displaced Diffusion as an Approximation of the Constant Elasticity of Variance (Q3652697) (← links)
- A backward Monte Carlo approach to exotic option pricing (Q4575277) (← links)
- MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL VOLATILITY MODELS (Q4584697) (← links)
- Asymptotic Solutions for Australian Options with Low Volatility (Q4586320) (← links)
- Pricing Arithmetic Asian Options Under Lévy Models by Backward Induction in the Dual Space (Q4635240) (← links)
- A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback (Q4683036) (← links)
- Optimal system of Lie group invariant solutions for the Asian option PDE (Q5199428) (← links)
- THE VALUATION OF SELF-FUNDING INSTALMENT WARRANTS (Q5281720) (← links)