Pages that link to "Item:Q387463"

The following pages link to A reliable numerical method to price arithmetic Asian options (Q387463):

Displaying 12 items.

• A hybrid finite difference scheme for pricing Asian options (Q298703) (← links)
• An alternating-direction implicit difference scheme for pricing Asian options (Q364443) (← links)
• A numerical study of Asian option with radial basis functions based finite differences method (Q1653560) (← links)
• Pricing Asian options via compound gamma and orthogonal polynomials (Q1659626) (← links)
• Asian rainbow option pricing formulas of uncertain stock model (Q2100224) (← links)
• Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (Q2150007) (← links)
• Analytical valuation for geometric Asian options in illiquid markets (Q2150932) (← links)
• A robust numerical technique and its analysis for computing the price of an Asian option (Q2161069) (← links)
• A fourth order numerical method based on B-spline functions for pricing Asian options (Q2197862) (← links)
• An efficient numerical method based on redefined cubic B-spline basis functions for pricing Asian options (Q2231294) (← links)
• Finite difference scheme with a moving mesh for pricing Asian options (Q2453245) (← links)
• Efficient Spectral-Galerkin Method for Pricing Asian Options (Q5882286) (← links)