Path-dependent game options with Asian features (Q2128183): Difference between revisions

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+Pricing geometric Asian rainbow options under the mixed fractional Brownian motion
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+Further calculations for Israeli options
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+Analytic properties of American option prices under a modified Black-Scholes equation with spatial fractional derivatives
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+A new operator splitting method for American options under fractional Black-Scholes models
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+CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS
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+Hedging with risk for game options in discrete time
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+Game Options in an Imperfect Market with Default
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+Properties of game options
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+Path-dependent game options: a lookback case
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+Primal-dual active set method for pricing American better-of option on two assets
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+Q4349551
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+Game options
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+Some calculations for Israeli options
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+Error estimates for binomial approximations of game options
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+General multilevel Monte Carlo methods for pricing discretely monitored Asian options
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+Pricing American-style Parisian down-and-out call options
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+Pricing of American options, using the Brennan-Schwartz algorithm based on finite elements
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+PRICING AND HEDGING GAME OPTIONS IN CURRENCY MODELS WITH PROPORTIONAL TRANSACTION COSTS
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+A fourth order numerical method based on B-spline functions for pricing Asian options
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+Stochastic calculus for finance. II: Continuous-time models.
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+Inverse multi-quadric RBF for computing the weights of FD method: application to American options
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+GAME CALL OPTIONS REVISITED
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+Semismooth Newton methods with domain decomposition for American options
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+An asymptotic expansion method for geometric Asian options pricing under the double Heston model
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+Perpetual game options with a multiplied penalty
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