The following pages link to The value of an Asian option (Q4866783):
Displaying 50 items.
- A numerical study of Asian option with radial basis functions based finite differences method (Q1653560) (← links)
- Superhedging under ratio constraint (Q1657512) (← links)
- Pricing Asian options via compound gamma and orthogonal polynomials (Q1659626) (← links)
- Modified B-spline collocation approach for pricing American style Asian options (Q1674181) (← links)
- The pricing of Asian options in uncertain volatility model (Q1719127) (← links)
- An approximation method for risk aggregations and capital allocation rules based on additive risk factor models (Q1742712) (← links)
- Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes (Q1754191) (← links)
- Singular risk-neutral valuation equations (Q1761441) (← links)
- Asian option pricing problems of uncertain mean-reverting stock model (Q1800320) (← links)
- Contingent claims on assets with conversion costs. (Q1873082) (← links)
- A provisioning problem with stochastic payments (Q1926876) (← links)
- \(\varepsilon\)-strong simulation of the Brownian path (Q1932226) (← links)
- Asian and Australian options: a common perspective (Q1994236) (← links)
- Cross-hedging minimum return guarantees: basis and liquidity risks (Q1994419) (← links)
- Second-order lattice Boltzmann methods for PDEs of Asian option pricing with regime switching (Q2006416) (← links)
- Numerical schemes for pricing Asian options under state-dependent regime-switching jump-diffusion models (Q2006622) (← links)
- Risk aggregation with dependence uncertainty (Q2015478) (← links)
- Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921) (← links)
- Pricing of the geometric Asian options under a multifactor stochastic volatility model (Q2074887) (← links)
- A modification of Galerkin's method for option pricing (Q2086928) (← links)
- Homotopy analysis method and its applications in the valuation of European call options with time-fractional Black-Scholes equation (Q2128167) (← links)
- A robust numerical technique and its analysis for computing the price of an Asian option (Q2161069) (← links)
- Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← links)
- A fourth order numerical method based on B-spline functions for pricing Asian options (Q2197862) (← links)
- An efficient numerical method based on redefined cubic B-spline basis functions for pricing Asian options (Q2231294) (← links)
- General lattice methods for arithmetic Asian options (Q2286910) (← links)
- A note on the implied volatility of floating strike Asian options (Q2292064) (← links)
- Equity-linked security pricing and greeks at arbitrary intermediate times using Brownian bridge (Q2293279) (← links)
- Geometric Asian options pricing under the double Heston stochastic volatility model with stochastic interest rate (Q2325143) (← links)
- The difference between LSMC and replicating portfolio in insurance liability modeling (Q2356640) (← links)
- Intrinsic expansions for averaged diffusion processes (Q2360242) (← links)
- Accurate pricing formulas for Asian options (Q2372053) (← links)
- A convergent quadratic-time lattice algorithm for pricing European-style Asian options (Q2383617) (← links)
- High-order compact finite difference scheme for pricing Asian option with moving boundary condition (Q2415424) (← links)
- Weak approximation of averaged diffusion processes (Q2434489) (← links)
- Pricing average options under time-changed Lévy processes (Q2447509) (← links)
- Finite difference scheme with a moving mesh for pricing Asian options (Q2453245) (← links)
- Fourier transformation and the pricing of average-rate derivatives (Q2466427) (← links)
- Bounds for in-progress floating-strike Asian options using symmetry (Q2480218) (← links)
- Numerical solution of variational inequalities for pricing Asian options by higher order Lagrange--Galerkin methods (Q2507719) (← links)
- Discrete sums of geometric Brownian motions, annuities and Asian options (Q2520429) (← links)
- Bounds for the price of a European-style Asian option in a binary tree model (Q2569027) (← links)
- Bounds for the price of discrete arithmetic Asian options (Q2570028) (← links)
- An efficient convergent lattice algorithm for European Asian options (Q2571992) (← links)
- Some asymptotic results for sums of dependent random variables, with actuarial applications (Q2581774) (← links)
- Methods for evaluating density functions of exponential functionals represented as integrals of geometric Brownian motion (Q2583513) (← links)
- A note on stochastic polynomial chaos expansions for uncertain volatility and Asian option pricing (Q2662604) (← links)
- Robust Approximations for Pricing Asian Options and Volatility Swaps Under Stochastic Volatility (Q2786206) (← links)
- A meshless method for Asian style options pricing under the Merton jump-diffusion model (Q2804502) (← links)
- General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options (Q2806817) (← links)
