Pages that link to "Item:Q3169216"
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The following pages link to An improved convolution algorithm for discretely sampled Asian options (Q3169216):
Displayed 7 items.
- Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes (Q298749) (← links)
- Pricing exotic derivatives exploiting structure (Q299917) (← links)
- Control variates and conditional Monte Carlo for basket and Asian options (Q2443219) (← links)
- General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options (Q2806817) (← links)
- A comprehensive mathematical approach to exotic option pricing (Q2910830) (← links)
- An Efficient Transform Method for Asian Option Pricing (Q2953943) (← links)
- Closed-Form Expansions of Discretely Monitored Asian Options in Diffusion Models (Q5244869) (← links)