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- group invariant solutions for the Asian option PDE 2011-08-16 Paper Solving a nonlinear PDE that prices real options using utility based pricing methods...10 bytes (18 words) - 07:09, 12 December 2023
- 2019-02-19 Paper Asian option pricing with transaction costs and dividends under the fractional Brownian motion model 2019-02-01 Paper Asian option pricing with...10 bytes (17 words) - 22:20, 11 December 2023
- group invariant solutions for the Asian option PDE 2011-08-16 Paper Solving a nonlinear PDE that prices real options using utility based pricing methods...10 bytes (18 words) - 07:09, 12 December 2023
- 2016-05-03 Paper On European and Asian option pricing in the generalized hyperbolic model 2005-10-18 Paper On Asian option pricing for NIG Lévy processes...10 bytes (16 words) - 20:51, 24 September 2023
- hedging fixed income derivatives: comparative analysis and the case of an Asian option 2015-12-14 Paper...10 bytes (20 words) - 05:12, 13 December 2023
- fund 2013-02-20 Paper Two efficient parameterized boundaries for Večeř's Asian option pricing PDE 2012-12-06 Paper Index-Exciting CAViaR: A New Empirical Time-Varying...10 bytes (17 words) - 18:08, 12 December 2023
- 2022-02-01 Paper Asian option pricing with transaction costs and dividends under the fractional Brownian motion model 2019-02-01 Paper Asian option pricing with...10 bytes (16 words) - 18:45, 24 September 2023
- strike Asian option 2005-10-26 Paper https://portal.mardi4nfdi.de/entity/Q3021688 2005-06-10 Paper The boundary value formulation of the Asian call option...10 bytes (17 words) - 12:05, 9 December 2023
- Date of Publication Type An accurate binomial model for pricing American Asian option 2015-11-10 Paper https://portal.mardi4nfdi.de/entity/Q4924902 2013-06-10...10 bytes (17 words) - 07:02, 12 December 2023
- Publication Type An efficient acceleration Monte Carlo simulation for pricing Asian option under variance gamma process by splitting 2022-02-16 Paper https://portal...10 bytes (17 words) - 17:48, 13 December 2023
- benefit 2018-11-19 Paper Asian options on the harmonic average 2015-04-16 Paper BLACK-SCHOLES REPRESENTATION FOR ASIAN OPTIONS 2014-08-11 Paper VALUING...10 bytes (17 words) - 15:12, 7 December 2023
- speed function in a Lévy model for option pricing 2008-08-05 Paper General Lower Bounds for Arithmetic Asian Option Prices 2008-05-22 Paper...10 bytes (18 words) - 03:48, 12 December 2023
- lattice algorithm for pricing European-style Asian options 2007-09-19 Paper Accurate pricing formulas for Asian options 2007-07-10 Paper An exact subexponential-time...10 bytes (18 words) - 02:47, 10 December 2023
- for pricing Asian option with moving boundary condition 2019-05-21 Paper Algorithm 986 2018-08-17 Paper A numerical study of Asian option with high-order...10 bytes (18 words) - 16:22, 6 October 2023
- \(A_{1}x+b_{1}=A_{2}x+b_{2}\) 2006-06-09 Paper Bounds for the price of a European-style Asian option in a binary tree model 2005-10-17 Paper https://portal.mardi4nfdi.de/entity/Q3955584...10 bytes (16 words) - 02:50, 13 December 2023
- Russian Option 2012-01-03 Paper On Nonlinear Models of Markets with Finite Liquidity: Some Cautionary Notes 2011-04-08 Paper The British Asian Option 2010-10-01...10 bytes (18 words) - 18:32, 13 December 2023
- Paper Pricing vulnerable options with market prices of common jump risks under regime-switching models 2019-02-20 Paper Asian option pricing with transaction...10 bytes (16 words) - 08:51, 7 October 2023
- Publication Date of Publication Type Pricing Asian option under mixed jump-fraction process 2018-05-25 Paper...10 bytes (16 words) - 00:52, 28 December 2023
- Type Option valuation under the VG process by a DG method. 2021-12-10 Paper The discontinuous Galerkin method for discretely observed Asian options 2020-09-16...10 bytes (16 words) - 07:39, 12 December 2023
- Publication Type CALCULATION OF ASIAN OPTIONS FOR THE BLACK–SCHOLES MODEL 2022-10-26 Paper THE HEDGING STRATEGY FOR ASIAN OPTION 2022-10-26 Paper...10 bytes (18 words) - 23:04, 27 December 2023
