Pages that link to "Item:Q1008586"
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The following pages link to Accurate and efficient lattice algorithms for American-style Asian options with range bounds (Q1008586):
Displaying 4 items.
- Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes (Q298749) (← links)
- An efficient and accurate lattice for pricing derivatives under a jump-diffusion process (Q613244) (← links)
- Pricing of early-exercise Asian options under Lévy processes based on Fourier cosine expansions (Q2437361) (← links)
- An Efficient Transform Method for Asian Option Pricing (Q2953943) (← links)
