PRICING ASIAN OPTIONS WITH CORRELATORS (Q5061498): Difference between revisions

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+.11684
@@ Property / arXiv ID: 2104.11684 / rank @@
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+Option pricing with orthogonal polynomial expansions
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@@ Property / cites work @@
+General Lower Bounds for Arithmetic Asian Option Prices
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@@ Property / cites work @@
+Processes of normal inverse Gaussian type
@@ Property / cites work: Processes of normal inverse Gaussian type / rank @@
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@@ Property / cites work @@
+Correlators of Polynomial Processes
@@ Property / cites work: Correlators of Polynomial Processes / rank @@
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+Q4395532
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@@ Property / cites work @@
+Q4866591
@@ Property / cites work: Q4866591 / rank @@
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@@ Property / cites work @@
+Laguerre Series for Asian and Other Options
@@ Property / cites work: Laguerre Series for Asian and Other Options / rank @@
+Normal rank
@@ Property / cites work @@
+Polynomial diffusions and applications in finance
@@ Property / cites work: Polynomial diffusions and applications in finance / rank @@
+Normal rank
@@ Property / cites work @@
+Polynomial Jump-Diffusion Models
@@ Property / cites work: Polynomial Jump-Diffusion Models / rank @@
+Normal rank
@@ Property / cites work @@
+Density approximations for multivariate affine jump-diffusion processes
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@@ Property / cites work @@
+General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options
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@@ Property / cites work @@
+AN ACCURATE VALUATION OF ASIAN OPTIONS USING MOMENTS
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@@ Property / cites work @@
+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
@@ Property / cites work: BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES / rank @@
+Normal rank
@@ Property / cites work @@
+Spectral Expansions for Asian (Average Price) Options
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@@ Property / cites work @@
+Stochastic processes and orthogonal polynomials
@@ Property / cites work: Stochastic processes and orthogonal polynomials / rank @@
+Normal rank
@@ Property / cites work @@
+Bounds for the price of discrete arithmetic Asian options
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@@ Property / cites work @@
+Asian option pricing with orthogonal polynomials
@@ Property / cites work: Asian option pricing with orthogonal polynomials / rank @@
+Normal rank
@@ Property / cites work @@
+On some exponential functionals of Brownian motion
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+W3215546363
@@ Property / OpenAlex ID: W3215546363 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:5061498