Pages that link to "Item:Q939350"

The following pages link to Prices and sensitivities of Asian options: A survey (Q939350):

Displaying 19 items.

• A general control variate method for option pricing under Lévy processes (Q132360) (← links)
• Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods (Q273346) (← links)
• A hybrid finite difference scheme for pricing Asian options (Q298703) (← links)
• Pricing and hedging of Asian options: Quasi-explicit solutions via Malliavin calculus (Q639362) (← links)
• Equity-linked pension schemes with guarantees (Q654835) (← links)
• Pricing American Asian options with higher moments in the underlying distribution (Q953394) (← links)
• A lattice algorithm for pricing moving average barrier options (Q975929) (← links)
• Collocation boundary element method for the pricing of geometric Asian options (Q1658798) (← links)
• Asian and Australian options: a common perspective (Q1994236) (← links)
• Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates (Q2040431) (← links)
• Small-\(t\) expansion for the Hartman-Watson distribution (Q2065487) (← links)
• An asymptotic expansion method for geometric Asian options pricing under the double Heston model (Q2213442) (← links)
• Efficient BEM-based algorithm for pricing floating strike Asian barrier options (with MATLAB\(^\circledR\) code) (Q2305853) (← links)
• High-order compact finite difference scheme for pricing Asian option with moving boundary condition (Q2415424) (← links)
• Efficient Monte Carlo simulation for integral functionals of Brownian motion (Q2442860) (← links)
• Control variates and conditional Monte Carlo for basket and Asian options (Q2443219) (← links)
• Finite difference scheme with a moving mesh for pricing Asian options (Q2453245) (← links)
• Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models (Q2657004) (← links)
• Efficient and accurate quadratic approximation methods for pricing Asian strike options (Q3005363) (← links)