Pages that link to "Item:Q2571992"
From MaRDI portal
The following pages link to An efficient convergent lattice algorithm for European Asian options (Q2571992):
Displayed 4 items.
- An exact subexponential-time lattice algorithm for Asian options (Q878377) (← links)
- Accurate and efficient lattice algorithms for American-style Asian options with range bounds (Q1008586) (← links)
- A convergent quadratic-time lattice algorithm for pricing European-style Asian options (Q2383617) (← links)
- Accurate closed-form approximation for pricing Asian and basket options (Q3552634) (← links)