A convergent quadratic-time lattice algorithm for pricing European-style Asian options (Q2383617): Difference between revisions

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+The value of an Asian option
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+Accurate pricing formulas for Asian options
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+Monte Carlo methods for security pricing
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+PRICING OF AMERICAN PATH-DEPENDENT CONTINGENT CLAIMS
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+Efficient, exact algorithms for Asian options with multiresolution lattices
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+An efficient convergent lattice algorithm for European Asian options
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