Pages that link to "Item:Q1415634"
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The following pages link to Efficient, exact algorithms for Asian options with multiresolution lattices (Q1415634):
Displaying 7 items.
- Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes (Q298749) (← links)
- An exact subexponential-time lattice algorithm for Asian options (Q878377) (← links)
- Pricing American Asian options with higher moments in the underlying distribution (Q953394) (← links)
- Adaptive placement method on pricing arithmetic average options (Q1025615) (← links)
- A convergent quadratic-time lattice algorithm for pricing European-style Asian options (Q2383617) (← links)
- An efficient convergent lattice algorithm for European Asian options (Q2571992) (← links)
- Asian Options, Jump-Diffusion Processes on a Lattice, and Vandermonde Matrices (Q3193137) (← links)
