Asymptotic Solutions for Australian Options with Low Volatility (Q4586320): Difference between revisions

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+Differential equations and asymptotic solutions for arithmetic Asian options: ‘Black–Scholes formulae’ for Asian rate calls
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+Asian and Australian options: a common perspective
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+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
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+Variable purchase options
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+On the equivalence of floating- and fixed-strike Asian options
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+Spectral Expansions for Asian (Average Price) Options
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+Essentially exact asymptotic solutions for Asian derivatives
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