Pages that link to "Item:Q3006713"
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The following pages link to Pricing Discretely Monitored Asian Options by Maturity Randomization (Q3006713):
Displaying 15 items.
- European and Asian Greeks for exponential Lévy processes (Q64644) (← links)
- Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes (Q298749) (← links)
- Pricing exotic derivatives exploiting structure (Q299917) (← links)
- A numerical study of Asian option with high-order compact finite difference scheme (Q721576) (← links)
- A data-driven framework for consistent financial valuation and risk measurement (Q2028832) (← links)
- <i>Z</i>-Transform and preconditioning techniques for option pricing (Q2873557) (← links)
- An Efficient Transform Method for Asian Option Pricing (Q2953943) (← links)
- A General Framework for Pricing Asian Options Under Markov Processes (Q3450459) (← links)
- Pricing bounds and approximations for discrete arithmetic Asian options under time-changed Lévy processes (Q4554509) (← links)
- Pricing Arithmetic Asian Options Under Lévy Models by Backward Induction in the Dual Space (Q4635240) (← links)
- A parallel wavelet-based pricing procedure for Asian options (Q4682997) (← links)
- Computable Error Bounds of Laplace Inversion for Pricing Asian Options (Q5137949) (← links)
- Asymptotics for the discrete-time average of the geometric Brownian motion and Asian options (Q5233177) (← links)
- Asian option pricing with orthogonal polynomials (Q5234316) (← links)
- Closed-Form Expansions of Discretely Monitored Asian Options in Diffusion Models (Q5244869) (← links)
