The following pages link to The value of an Asian option (Q4866783):
Displayed 50 items.
- Moment matching approximation of Asian basket option prices (Q970389) (← links)
- A lattice algorithm for pricing moving average barrier options (Q975929) (← links)
- Pricing exotic options under regime switching (Q995503) (← links)
- Analytical approximations for prices of swap rate dependent embedded options in insurance products (Q1003826) (← links)
- Accurate and efficient lattice algorithms for American-style Asian options with range bounds (Q1008586) (← links)
- A path-dependent contingent-claims approach to capacity investments (Q1044172) (← links)
- Obstacle problem for arithmetic Asian options (Q1046556) (← links)
- The Istanbul option: Where the standard European option becomes Asian (Q1381465) (← links)
- The concept of comonotonicity in actuarial science and finance: theory. (Q1394963) (← links)
- The concept of comonotonicity in actuarial science and finance: applications. (Q1413349) (← links)
- A Cox process with log-normal intensity. (Q1413360) (← links)
- Pricing of arithmetic basket options by conditioning. (Q1430672) (← links)
- An easy computable upper bound for the price of an arithmetic Asian option (Q1584514) (← links)
- The Jacobi stochastic volatility model (Q1650944) (← links)
- 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)