An analysis of Asian options
From MaRDI portal
Publication:3601969
Recommendations
- Pricing Asian options in a semimartingale model
- Partial differential equations for Asian option prices
- SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS
- Differential equations and asymptotic solutions for arithmetic Asian options: ‘Black–Scholes formulae’ for Asian rate calls
- A different approach for pricing Asian options
Cited in
(15)- Mathematical modelling and analysis of Asian options with stochastic strike price
- Wellposedness of the boundary value formulation of a fixed strike Asian option
- On a degenerate parabolic equation arising in pricing of Asian options
- On a strongly continuous semigroup for a Black-Scholes integro-differential operator: European options under jump-diffusion dynamics
- Partial differential equations for Asian option prices
- Sharp estimates for Geman-Yor processes and applications to arithmetic average Asian options
- Semigroup theory applied to options
- Existence of a fundamental solution of partial differential equations associated to Asian options
- Asian options with jumps
- Regularity of a degenerate parabolic equation appearing in Vecer's unified pricing of Asian options
- Black-Scholes representation for Asian options
- Asian option as a fixed-point
- scientific article; zbMATH DE number 6496530 (Why is no real title available?)
- An analysis of path-dependent options
- Preface. Special issue dedicated to Jan Prüss on the occasion of his 65th birthday
This page was built for publication: An analysis of Asian options
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3601969)
