Pages that link to "Item:Q3114780"
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The following pages link to A Dynamic Programming Procedure for Pricing American-Style Asian Options (Q3114780):
Displayed 5 items.
- Free boundary and optimal stopping problems for American Asian options (Q928494) (← links)
- A dynamic programming approach to price installment options (Q2570163) (← links)
- A NUMERICAL METHOD FOR PRICING AMERICAN-STYLE ASIAN OPTIONS UNDER GARCH MODEL (Q5386318) (← links)
- CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS (Q5472777) (← links)
- Pricing Discrete Dynamic Fund Protections (Q5715934) (← links)