The following pages link to The value of an Asian option (Q4866783):
Displayed 30 items.
- PRICING ASIAN OPTIONS FOR JUMP DIFFUSION (Q3069960) (← links)
- WAVELET OPTIMIZED VALUATION OF FINANCIAL DERIVATIVES (Q3107933) (← links)
- A moment approach to bounding exotic options under regime switching (Q3145039) (← links)
- An improved convolution algorithm for discretely sampled Asian options (Q3169216) (← links)
- A NOVEL REDUCTION OF THE SIMPLE ASIAN OPTION AND LIE-GROUP INVARIANT SOLUTIONS (Q3400132) (← links)
- On ladder height densities and Laguerre series in the study of stochastic functionals. II. Exponential functionals of Brownian motion and Asian option values (Q3417914) (← links)
- The square-root process and Asian options (Q3437388) (← links)
- General Lower Bounds for Arithmetic Asian Option Prices (Q3502206) (← links)
- ASIAN OPTIONS WITH THE AMERICAN EARLY EXERCISE FEATURE (Q3523517) (← links)
- Differential equations and asymptotic solutions for arithmetic Asian options: ‘Black–Scholes formulae’ for Asian rate calls (Q3532293) (← links)
- Accurate closed-form approximation for pricing Asian and basket options (Q3552634) (← links)
- ASYMPTOTIC BEHAVIOR OF DISTRIBUTION DENSITIES IN MODELS WITH STOCHASTIC VOLATILITY. I (Q3576957) (← links)
- On constructive complex analysis in finance: Explicit formulas for Asian options (Q3616463) (← links)
- Evaluation of double average asian options by the legendre spectral method (Q4656198) (← links)
- A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options (Q4660529) (← links)
- The log-normal approximation in financial and other computations (Q4662236) (← links)
- SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS (Q4798871) (← links)
- Moment generating function of the reciprocal of an integral of geometric Brownian motion (Q4813694) (← links)
- Geometric bounds on certain sublinear functionals of geometric Brownian motion (Q4819504) (← links)
- OPTIMAL STOCK SELLING/BUYING STRATEGY WITH REFERENCE TO THE ULTIMATE AVERAGE (Q4906544) (← links)
- ANALYTIC APPROXIMATIONS FOR MULTI‐ASSET OPTION PRICING (Q4919615) (← links)
- Optimal system of Lie group invariant solutions for the Asian option PDE (Q5199428) (← links)
- Asian Options Under One-Sided Lévy Models (Q5299562) (← links)
- A NUMERICAL METHOD FOR PRICING AMERICAN-STYLE ASIAN OPTIONS UNDER GARCH MODEL (Q5386318) (← links)
- Exact retrospective Monte Carlo computation of arithmetic average Asian options (Q5421246) (← links)
- The obstacle problem for a class of hypoelliptic ultraparabolic equations (Q5438180) (← links)
- PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS (Q5455259) (← links)
- AN ADAPTIVE METHOD FOR EVALUATING MULTIDIMENSIONAL CONTINGENT CLAIMS: PART II (Q5696857) (← links)
- Upper and lower bounds for sums of random variables (Q5942774) (← links)
- A note on the distribution of integrals of geometric Brownian motion (Q5956488) (← links)