BOUNDS ON PRICES FOR ASIAN OPTIONS VIA FOURIER METHODS (Q5369446): Difference between revisions

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+MaRDI publication profile
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+On a new approach to calculating expectations for option pricing
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+Prices and sensitivities of Asian options: A survey
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+Pricing Asian Options Under a Hyper-Exponential Jump Diffusion Model
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+Financial Modelling with Jump Processes
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+Valuing Asian and Portfolio Options by Conditioning on the Geometric Mean Price
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+The square-root process and Asian options
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+Laguerre Series for Asian and Other Options
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+Robust Approximations for Pricing Asian Options and Volatility Swaps Under Stochastic Volatility
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+Valuing Asian options using the finite element method and duality techniques
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+Pricing Asian options with stochastic volatility
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+An Extension of the Chaos Expansion Approximation for the Pricing of Exotic Basket Options
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+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
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+A characterization of stable processes
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+Option pricing when underlying stock returns are discontinuous
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+Lower and upper bounds for prices of Asian-type options
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+Pricing of Volume-Weighted Average Options: Analytical Approximations and Numerical Results
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+PDE and martingale methods in option pricing.
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+The value of an Asian option
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+A MOMENT MATCHING APPROACH TO THE VALUATION OF A VOLUME WEIGHTED AVERAGE PRICE OPTION
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+Publication:5369446