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

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+https://doi.org/10.1016/j.enganabound.2017.10.007
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+W2770788803
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+Semi-analytical method for the pricing of barrier options in case of time-dependent parameters (with Matlab\(^\circledR\) codes)
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+A boundary element approach to barrier option pricing in Black–Scholes framework
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+Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps
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+A boundary element method to price time-dependent double barrier options
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+A very fast and accurate boundary element method for options with moving barrier and time-dependent rebate
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+Q4484762
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+PDE methods for pricing barrier options
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+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
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+Prices and sensitivities of Asian options: A survey
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+Double knock-out Asian barrier options which widen or contract as they approach maturity
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+Wellposedness of the boundary value formulation of a fixed strike Asian option
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+Numerical pricing of geometric asian options with barriers
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+Free boundary and optimal stopping problems for American Asian options
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