AN ACCURATE VALUATION OF ASIAN OPTIONS USING MOMENTS (Q3022037): Difference between revisions

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+The Fourier-series method for inverting transforms of probability distributions
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+Minimum-Relative-Entropy Calibration of Asset-Pricing Models
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+PRICING OF AMERICAN PATH-DEPENDENT CONTINGENT CLAIMS
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+Valuing Asian and Portfolio Options by Conditioning on the Geometric Mean Price
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+Numerical Inversion of Laplace Transforms by Relating Them to the Finite Fourier Cosine Transform
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+Weak convergence of random growth processes with applications to insurance
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+Laguerre Series for Asian and Other Options
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+Entropy-convergence in Stieltjes and Hamburger moment problem
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+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
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+On second-order optimality of the observed Fisher information
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+The value of an Asian option
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+Maximum entropy in the Hamburger moments problem
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