A reliable numerical method to price arithmetic Asian options (Q387463): Difference between revisions

@@ Property / author @@
-Walter Mudzimbabwe
@@ Property / author: Walter Mudzimbabwe / rank @@
-Normal rank
@@ Property / author @@
-Peter J. Witbooi
@@ Property / author: Peter J. Witbooi / rank @@
-Normal rank
@@ Property / author @@
+Walter Mudzimbabwe
@@ Property / author: Walter Mudzimbabwe / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+cheney-kincaid
@@ Property / describes a project that uses: cheney-kincaid / rank @@
+Normal rank
@@ 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/10.1016/j.amc.2012.04.056
+Normal rank
@@ Property / OpenAlex ID @@
+W1998159671
@@ Property / OpenAlex ID: W1998159671 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3698196
@@ Property / cites work: Q3698196 / rank @@
+Normal rank
@@ Property / cites work @@
+PRICING OF AMERICAN PATH-DEPENDENT CONTINGENT CLAIMS
+Normal rank
@@ Property / cites work @@
+Small dimension PDE for discrete Asian options
@@ Property / cites work: Small dimension PDE for discrete Asian options / rank @@
+Normal rank
@@ Property / cites work @@
+Q3798123
@@ Property / cites work: Q3798123 / rank @@
+Normal rank
@@ Property / cites work @@
+A Semi-Lagrangian Approach for American Asian Options under Jump Diffusion
+Normal rank
@@ Property / cites work @@
+Q3283176
@@ Property / cites work: Q3283176 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4433608
@@ Property / cites work: Q4433608 / rank @@
+Normal rank
@@ Property / cites work @@
+An Introduction to Financial Option Valuation
@@ Property / cites work: An Introduction to Financial Option Valuation / rank @@
+Normal rank
@@ Property / cites work @@
+Q4484762
@@ Property / cites work: Q4484762 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4821330
@@ Property / cites work: Q4821330 / rank @@
+Normal rank
@@ Property / cites work @@
+Complete Invariant Characterization of Scalar Linear (1+1) Parabolic Equations
+Normal rank
@@ Property / cites work @@
+Q4315885
@@ Property / cites work: Q4315885 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Stochastic calculus for finance. I: The binomial asset pricing model.
+Normal rank
@@ Property / cites work @@
+Q3696432
@@ Property / cites work: Q3696432 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:387463