Adaptive placement method on pricing arithmetic average options (Q1025615): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11147-008-9025-y
+Normal rank
@@ Property / OpenAlex ID @@
+W2141223560
@@ Property / OpenAlex ID: W2141223560 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4952715
@@ Property / cites work: Q4952715 / rank @@
+Normal rank
@@ Property / cites work @@
+A refined binomial lattice for pricing American Asian options
+Normal rank
@@ Property / cites work @@
+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient, exact algorithms for Asian options with multiresolution lattices
+Normal rank
@@ Property / cites work @@
+Q4217260
@@ Property / cites work: Q4217260 / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence of numerical methods for valuing path-dependent options using interpolation
+Normal rank
@@ Property / cites work @@
+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
@@ Property / cites work: BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1025615