One-state variable binomial models for European-/American-style geometric Asian options (Q4647271): Difference between revisions

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+https://doi.org/10.1088/1469-7688/3/4/305
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+W3124351624
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+Binomial valuation of lookback options
@@ Property / cites work: Binomial valuation of lookback options / rank @@
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+PRICING OF AMERICAN PATH-DEPENDENT CONTINGENT CLAIMS
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+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
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+A modified binomial tree method for currency lookback options
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+A Note on Average Rate Options with Discrete Sampling
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+Analytical Valuation of American-Style Asian Options
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+Q2759779
@@ Property / cites work: Q2759779 / rank @@
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+Q4508420
@@ Property / cites work: Q4508420 / rank @@
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+Q4349551
@@ Property / cites work: Q4349551 / rank @@
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+The Valuation of Path Dependent Contracts on the Average
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+The value of an Asian option
@@ Property / cites work: The value of an Asian option / rank @@
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+Q4863379
@@ Property / cites work: Q4863379 / rank @@
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+ASIAN OPTIONS WITH THE AMERICAN EARLY EXERCISE FEATURE
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