Collocation boundary element method for the pricing of geometric Asian options (Q1658798): Difference between revisions

@@ Property / author @@
-Alessandra Aimi
@@ Property / author: Alessandra Aimi / rank @@
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@@ Property / author @@
-Chiara Guardasoni
@@ Property / author: Chiara Guardasoni / rank @@
-Normal rank
@@ Property / author @@
+Alessandra Aimi
@@ Property / author: Alessandra Aimi / rank @@
+Normal rank
@@ Property / author @@
+Chiara Guardasoni
@@ Property / author: Chiara Guardasoni / 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.enganabound.2017.10.007
+Normal rank
@@ Property / OpenAlex ID @@
+W2770788803
@@ Property / OpenAlex ID: W2770788803 / rank @@
+Normal rank
@@ Property / cites work @@
+Semi-analytical method for the pricing of barrier options in case of time-dependent parameters (with Matlab\(^\circledR\) codes)
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@@ Property / cites work @@
+A boundary element approach to barrier option pricing in Black–Scholes framework
+Normal rank
@@ Property / cites work @@
+Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps
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@@ Property / cites work @@
+A boundary element method to price time-dependent double barrier options
+Normal rank
@@ Property / cites work @@
+A very fast and accurate boundary element method for options with moving barrier and time-dependent rebate
+Normal rank
@@ Property / cites work @@
+Q4484762
@@ Property / cites work: Q4484762 / rank @@
+Normal rank
@@ Property / cites work @@
+PDE methods for pricing barrier options
@@ Property / cites work: PDE methods for pricing barrier options / rank @@
+Normal rank
@@ Property / cites work @@
+SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS
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+PRICING OF AMERICAN PATH-DEPENDENT CONTINGENT CLAIMS
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+Tools for computational finance
@@ Property / cites work: Tools for computational finance / rank @@
+Normal rank
@@ Property / cites work @@
+Prices and sensitivities of Asian options: A survey
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@@ Property / cites work @@
+Double knock-out Asian barrier options which widen or contract as they approach maturity
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@@ Property / cites work @@
+Q5520962
@@ Property / cites work: Q5520962 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4086524
@@ Property / cites work: Q4086524 / rank @@
+Normal rank
@@ Property / cites work @@
+Wellposedness of the boundary value formulation of a fixed strike Asian option
+Normal rank
@@ Property / cites work @@
+Numerical pricing of geometric asian options with barriers
+Normal rank
@@ Property / cites work @@
+Q4876821
@@ Property / cites work: Q4876821 / rank @@
+Normal rank
@@ Property / cites work @@
+Free boundary and optimal stopping problems for American Asian options
+Normal rank