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)
- Modified B-spline collocation approach for pricing American style Asian options (Q1674181) (← links)
- Singular risk-neutral valuation equations (Q1761441) (← 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)
- Risk aggregation with dependence uncertainty (Q2015478) (← 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)
- 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)
- 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)
- Pricing guaranteed minimum withdrawal benefits under stochastic interest rates (Q2869985) (← links)
- BLACK-SCHOLES REPRESENTATION FOR ASIAN OPTIONS (Q2875730) (← links)
- AN EXPLICIT OPTION-BASED STRATEGY THAT OUTPERFORMS DOLLAR COST AVERAGING (Q2882689) (← links)
- Essentially exact asymptotic solutions for Asian derivatives (Q2888863) (← links)
- Arithmetic Asian Options under Stochastic Delay Models (Q2889598) (← links)
- PRICING SWAPTIONS UNDER MULTIFACTOR GAUSSIAN HJM MODELS (Q2927950) (← links)
- EFFECTIVE AND SIMPLE VWAP OPTIONS PRICING MODEL (Q2929372) (← links)
- Short Maturity Asian Options in Local Volatility Models (Q2953946) (← links)
- Efficient and accurate quadratic approximation methods for pricing Asian strike options (Q3005363) (← links)
- PRICING ASIAN OPTIONS IN AFFINE GARCH MODELS (Q3005964) (← links)
- AN ACCURATE VALUATION OF ASIAN OPTIONS USING MOMENTS (Q3022037) (← links)
- SOLVING THE ASIAN OPTION PDE USING LIE SYMMETRY METHODS (Q3067163) (← links)