Pages that link to "Item:Q5244869"

The following pages link to Closed-Form Expansions of Discretely Monitored Asian Options in Diffusion Models (Q5244869):

Displaying 22 items.

• Stochastic integral representations of the extrema of time-homogeneous diffusion processes (Q340115) (← links)
• A unified approach for the pricing of options relating to averages (Q1627630) (← links)
• A general control variate method for multi-dimensional SDEs: an application to multi-asset options under local stochastic volatility with jumps models in finance (Q1698923) (← links)
• Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes (Q1754191) (← links)
• A closed-form expansion approach for pricing discretely monitored variance swaps (Q1785402) (← links)
• General multilevel Monte Carlo methods for pricing discretely monitored Asian options (Q2023956) (← links)
• Weak approximation of SDEs for tempered distributions and applications (Q2165018) (← links)
• Pricing discretely monitored barrier options: when Malliavin calculus expansions meet Hilbert transforms (Q2246590) (← links)
• General lattice methods for arithmetic Asian options (Q2286910) (← links)
• Pricing and exercising American options: an asymptotic expansion approach (Q2338522) (← links)
• Asymptotic expansion and estimates of Wiener functionals (Q2685905) (← links)
• General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options (Q2806817) (← links)
• A General Framework for Pricing Asian Options Under Markov Processes (Q3450459) (← links)
• MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL VOLATILITY MODELS (Q4584697) (← links)
• SHORT MATURITY ASIAN OPTIONS FOR THE CEV MODEL (Q5056615) (← links)
• Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum Distributions (Q5106348) (← links)
• Computable Error Bounds of Laplace Inversion for Pricing Asian Options (Q5137949) (← links)
• Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models (Q5219719) (← links)
• Short Maturity Forward Start Asian Options in Local Volatility Models (Q5241901) (← links)
• AN APPROXIMATION METHOD FOR PRICING CONTINUOUS BARRIER OPTIONS UNDER MULTI-ASSET LOCAL STOCHASTIC VOLATILITY MODELS (Q5854319) (← links)
• Asymptotics for the Laplace transform of the time integral of the geometric Brownian motion (Q6106550) (← links)
• Maximum likelihood estimation of latent Markov models using closed-form approximations (Q6199638) (← links)