Pricing and hedging of Asian options: Quasi-explicit solutions via Malliavin calculus (Q639362): Difference between revisions

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+W2045326982
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+Prices and sensitivities of Asian options: A survey
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+Bessel Processes, the Integral of Geometric Brownian Motion, and Asian Options
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+Applications of Malliavin calculus to Monte Carlo methods in finance
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+PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH
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