Pages that link to "Item:Q3532293"
From MaRDI portal
The following pages link to Differential equations and asymptotic solutions for arithmetic Asian options: ‘Black–Scholes formulae’ for Asian rate calls (Q3532293):
Displayed 5 items.
- Fourier transform of the continuous arithmetic Asian options PDE (Q420220) (← links)
- Transforming arithmetic Asian option PDE to the parabolic equation with constant coefficients (Q539363) (← links)
- Essentially exact asymptotic solutions for Asian derivatives (Q2888863) (← links)
- Displaced Diffusion as an Approximation of the Constant Elasticity of Variance (Q3652697) (← links)
- Optimal system of Lie group invariant solutions for the Asian option PDE (Q5199428) (← links)