Pages that link to "Item:Q3153663"

The following pages link to On the equivalence of floating- and fixed-strike Asian options (Q3153663):

Displayed 6 items.

• On the duality principle in option pricing: semimartingale setting (Q928504) ‎ (← links)
• Accurate pricing formulas for Asian options (Q2372053) ‎ (← links)
• A convergent quadratic-time lattice algorithm for pricing European-style Asian options (Q2383617) ‎ (← links)
• Bounds for in-progress floating-strike Asian options using symmetry (Q2480218) ‎ (← links)
• Equivalence of floating and fixed strike Asian and lookback options (Q2485814) ‎ (← links)
• Bounds for the price of discrete arithmetic Asian options (Q2570028) ‎ (← links)