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

@@ Property / author @@
-Alexander Novikov
@@ Property / author: Alexander Novikov / rank @@
-Normal rank
@@ Property / author @@
-Nino E. Kordzakhia
@@ Property / author: Nino E. Kordzakhia / rank @@
-Normal rank
@@ Property / author @@
+Alexander Novikov
@@ Property / author: Alexander Novikov / rank @@
+Normal rank
@@ Property / author @@
+Nino E. Kordzakhia
@@ Property / author: Nino E. Kordzakhia / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.2383
@@ Property / arXiv ID: 1309.2383 / rank @@
+Normal rank
@@ Property / cites work @@
+General Lower Bounds for Arithmetic Asian Option Prices
+Normal rank
@@ Property / cites work @@
+Accurate pricing formulas for Asian options
@@ Property / cites work: Accurate pricing formulas for Asian options / rank @@
+Normal rank
@@ Property / cites work @@
+Valuing Asian and Portfolio Options by Conditioning on the Geometric Mean Price
+Normal rank
@@ Property / cites work @@
+Q4368791
@@ Property / cites work: Q4368791 / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing of Volume-Weighted Average Options: Analytical Approximations and Numerical Results
+Normal rank
@@ Property / cites work @@
+The value of an Asian option
@@ Property / cites work: The value of an Asian option / rank @@
+Normal rank
@@ Property / cites work @@
+Q4220653
@@ Property / cites work: Q4220653 / rank @@
+Normal rank
@@ Property / cites work @@
+A MOMENT MATCHING APPROACH TO THE VALUATION OF A VOLUME WEIGHTED AVERAGE PRICE OPTION
+Normal rank
@@ Property / cites work @@
+Bounds for the price of discrete arithmetic Asian options
+Normal rank
@@ Property / cites work @@
+Pricing Asian options in a semimartingale model
@@ Property / cites work: Pricing Asian options in a semimartingale model / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:492182