Pages that link to "Item:Q555398"
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The following pages link to Efficient pricing of discrete Asian options (Q555398):
Displaying 3 items.
- A convergent quadratic-time lattice algorithm for pricing European-style Asian options (Q2383617) (← links)
- A new hybrid Monte Carlo simulation for Asian options pricing (Q5220733) (← links)
- Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) (← links)
