One-state variable binomial models for European-/American-style geometric Asian options
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Publication:4647271
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Cites work
- scientific article; zbMATH DE number 1051049 (Why is no real title available?)
- scientific article; zbMATH DE number 1512729 (Why is no real title available?)
- scientific article; zbMATH DE number 841285 (Why is no real title available?)
- A Note on Average Rate Options with Discrete Sampling
- A modified binomial tree method for currency lookback options
- ASIAN OPTIONS WITH THE AMERICAN EARLY EXERCISE FEATURE
- Analytical valuation of American-style Asian options
- Binomial valuation of lookback options
- Convergence of binomial tree method for American options
- Option pricing: A simplified approach
- PRICING OF AMERICAN PATH-DEPENDENT CONTINGENT CLAIMS
- The Valuation of Path Dependent Contracts on the Average
- The value of an Asian option
Cited in
(4)- Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion
- Geometric Asian options: valuation and calibration with stochastic volatility
- Efficient pricings for binomial Asian option under fuzzy environment
- An improved binomial method for pricing Asian options
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