Pages that link to "Item:Q878377"
From MaRDI portal
The following pages link to An exact subexponential-time lattice algorithm for Asian options (Q878377):
Displaying 3 items.
- Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes (Q298749) (← links)
- An efficient and accurate lattice for pricing derivatives under a jump-diffusion process (Q613244) (← links)
- Accurate and efficient lattice algorithms for American-style Asian options with range bounds (Q1008586) (← links)
