Accurate pricing formulas for Asian options (Q2372053): Difference between revisions

@@ Property / DOI @@
-.1016/j.amc.2006.11.032
@@ Property / DOI: 10.1016/j.amc.2006.11.032 / rank @@
-Normal rank
@@ Property / author @@
+Yuh-Dauh Lyuu
@@ Property / author: Yuh-Dauh Lyuu / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2132868646
@@ Property / OpenAlex ID: W2132868646 / rank @@
+Normal rank
@@ Property / cites work @@
+Quasi-Monte Carlo Methods in Numerical Finance
@@ Property / cites work: Quasi-Monte Carlo Methods in Numerical Finance / rank @@
+Normal rank
@@ Property / cites work @@
+Q4693741
@@ Property / cites work: Q4693741 / rank @@
+Normal rank
@@ Property / cites work @@
+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
@@ Property / cites work: BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence of numerical methods for valuing path-dependent options using interpolation
+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 @@
+Q4794126
@@ Property / cites work: Q4794126 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2768497
@@ Property / cites work: Q2768497 / rank @@
+Normal rank
@@ Property / cites work @@
+On the equivalence of floating- and fixed-strike Asian options
+Normal rank
@@ Property / DOI @@
+.1016/J.AMC.2006.11.032
@@ Property / DOI: 10.1016/J.AMC.2006.11.032 / rank @@
+Normal rank