Pages that link to "Item:Q3005363"
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The following pages link to Efficient and accurate quadratic approximation methods for pricing Asian strike options (Q3005363):
Displaying 5 items.
- A unified approach for the pricing of options relating to averages (Q1627630) (← links)
- A general framework for pricing Asian options under stochastic volatility on parallel architectures (Q1991237) (← links)
- Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models (Q2657004) (← links)
- Jumps and stochastic volatility in crude oil prices and advances in average option pricing (Q4554251) (← links)
- A parallel wavelet-based pricing procedure for Asian options (Q4682997) (← links)
