Adaptive placement method on pricing arithmetic average options (Q1025615): Difference between revisions

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+Q4952715
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+A refined binomial lattice for pricing American Asian options
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+Option pricing: A simplified approach
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+Efficient, exact algorithms for Asian options with multiresolution lattices
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+Q4217260
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+Convergence of numerical methods for valuing path-dependent options using interpolation
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+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
@@ Property / cites work: BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES / rank @@
+Normal rank