Pages that link to "Item:Q2372053"
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The following pages link to Accurate pricing formulas for Asian options (Q2372053):
Displaying 9 items.
- Lower and upper bounds for prices of Asian-type options (Q492182) (← links)
- Transforming arithmetic Asian option PDE to the parabolic equation with constant coefficients (Q539363) (← links)
- Efficient pricing of discrete Asian options (Q555398) (← links)
- A numerical study of Asian option with high-order compact finite difference scheme (Q721576) (← links)
- A numerical study of Asian option with radial basis functions based finite differences method (Q1653560) (← links)
- Critical value-based Asian option pricing model for uncertain financial markets (Q2159643) (← links)
- A convergent quadratic-time lattice algorithm for pricing European-style Asian options (Q2383617) (← links)
- High-order compact finite difference scheme for pricing Asian option with moving boundary condition (Q2415424) (← links)
- A meshless method for Asian style options pricing under the Merton jump-diffusion model (Q2804502) (← links)
