A unified approach for the pricing of options relating to averages (Q1627630): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Pricing Asian Options Under a Hyper-Exponential Jump Diffusion Model
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+Closed-Form Expansions of Discretely Monitored Asian Options in Diffusion Models
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+Efficient and accurate quadratic approximation methods for pricing Asian strike options
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+Differential equations and asymptotic solutions for arithmetic Asian options: ‘Black–Scholes formulae’ for Asian rate calls
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+Laguerre Series for Asian and Other Options
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+On the duality principle in option pricing: semimartingale setting
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+Pricing Asian options with stochastic volatility
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+A chaos expansion approach under hybrid volatility models
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+An Extension of the Chaos Expansion Approximation for the Pricing of Exotic Basket Options
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+Bounds for in-progress floating-strike Asian options using symmetry
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+On the equivalence of floating- and fixed-strike Asian options
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+Spectral Expansions for Asian (Average Price) Options
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+An asymptotic expansion approach to pricing financial contingent claims
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+An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates
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+Pricing Asian options in a semimartingale model
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