Pages that link to "Item:Q3169216"
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The following pages link to An improved convolution algorithm for discretely sampled Asian options (Q3169216):
Displayed 18 items.
- Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes (Q298749) (← links)
- Pricing exotic derivatives exploiting structure (Q299917) (← links)
- A general framework for pricing Asian options under stochastic volatility on parallel architectures (Q1991237) (← links)
- Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921) (← links)
- General multilevel Monte Carlo methods for pricing discretely monitored Asian options (Q2023956) (← links)
- A data-driven framework for consistent financial valuation and risk measurement (Q2028832) (← links)
- Control variates and conditional Monte Carlo for basket and Asian options (Q2443219) (← links)
- Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models (Q2657004) (← links)
- General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options (Q2806817) (← links)
- A comprehensive mathematical approach to exotic option pricing (Q2910830) (← links)
- An Efficient Transform Method for Asian Option Pricing (Q2953943) (← links)
- Jumps and stochastic volatility in crude oil prices and advances in average option pricing (Q4554251) (← links)
- Pricing Arithmetic Asian Options Under Lévy Models by Backward Induction in the Dual Space (Q4635240) (← links)
- A parallel wavelet-based pricing procedure for Asian options (Q4682997) (← links)
- Convertible bond valuation in a jump diffusion setting with stochastic interest rates (Q4682998) (← links)
- Additive normal tempered stable processes for equity derivatives and power-law scaling (Q5072909) (← links)
- Asian option pricing with orthogonal polynomials (Q5234316) (← links)
- Closed-Form Expansions of Discretely Monitored Asian Options in Diffusion Models (Q5244869) (← links)