scientific article; zbMATH DE number 1947439
From MaRDI portal
Publication:4411409
zbMATH Open1046.91062MaRDI QIDQ4411409FDOQ4411409
Authors: Ken'ichiro Ohta, Kunihiko Sadakane, Akiyoshi Shioura, Takeshi Tokuyama 
Publication date: 8 July 2003
Full work available at URL: http://link.springer.de/link/service/series/0558/bibs/2461/24610772.htm
Title of this publication is not available (Why is that?)
Recommendations
- A fast, accurate, and simple method for pricing European-Asian and saving-Asian options
- scientific article; zbMATH DE number 1875432
- A fast pricing algorithm for the arithmetic average half-Asian option
- A reliable numerical method to price arithmetic Asian options
- Fast and realistic European ARCH option pricing and hedging
- Efficient and accurate quadratic approximation methods for pricing Asian strike options
- An improved binomial method for pricing Asian options
- Pricing Asian options via Taylor approximations
- Efficient pricing of discrete Asian options
- An efficient transform method for Asian option pricing
Cited In (8)
- Title not available (Why is that?)
- Title not available (Why is that?)
- A rocket discarding algorithm for the valuation of Asian reset options
- An exact subexponential-time lattice algorithm for Asian options
- Algorithmic Applications in Management
- A fast, accurate, and simple method for pricing European-Asian and saving-Asian options
- Efficient solutions for discrete Asian options
- Fast and realistic European ARCH option pricing and hedging
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4411409)
