Lower and upper bounds for prices of Asian-type options (Q492182): Difference between revisions

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+.2383
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+General Lower Bounds for Arithmetic Asian Option Prices
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+Accurate pricing formulas for Asian options
@@ Property / cites work: Accurate pricing formulas for Asian options / rank @@
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+Valuing Asian and Portfolio Options by Conditioning on the Geometric Mean Price
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+Q4368791
@@ Property / cites work: Q4368791 / rank @@
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+Pricing of Volume-Weighted Average Options: Analytical Approximations and Numerical Results
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+The value of an Asian option
@@ Property / cites work: The value of an Asian option / rank @@
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+Q4220653
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+A MOMENT MATCHING APPROACH TO THE VALUATION OF A VOLUME WEIGHTED AVERAGE PRICE OPTION
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+Bounds for the price of discrete arithmetic Asian options
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+Pricing Asian options in a semimartingale model
@@ Property / cites work: Pricing Asian options in a semimartingale model / rank @@
+Normal rank