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

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+Quasi-Monte Carlo Methods in Numerical Finance
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+Q4693741
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+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
@@ Property / cites work: BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES / rank @@
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+Convergence of numerical methods for valuing path-dependent options using interpolation
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+The value of an Asian option
@@ Property / cites work: The value of an Asian option / rank @@
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+Q4794126
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+Q2768497
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+On the equivalence of floating- and fixed-strike Asian options
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