Pages that link to "Item:Q4287696"
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The following pages link to The Valuation of Path Dependent Contracts on the Average (Q4287696):
Displaying 25 items.
- Efficient pricing of discrete Asian options (Q555398) (← links)
- An analytic formula for the price of an American-style Asian option of floating strike type (Q613214) (← links)
- An efficient and accurate lattice for pricing derivatives under a jump-diffusion process (Q613244) (← links)
- An exact subexponential-time lattice algorithm for Asian options (Q878377) (← links)
- Accurate and efficient lattice algorithms for American-style Asian options with range bounds (Q1008586) (← links)
- Valuation of fixed and variable rate mortgages: binomial tree versus analytical approximations (Q1938899) (← links)
- General lattice methods for arithmetic Asian options (Q2286910) (← links)
- Geometric Asian options pricing under the double Heston stochastic volatility model with stochastic interest rate (Q2325143) (← links)
- A convergent quadratic-time lattice algorithm for pricing European-style Asian options (Q2383617) (← links)
- Bounds for in-progress floating-strike Asian options using symmetry (Q2480218) (← links)
- Control variates for quasi-Monte Carlo (with comments and rejoinder) (Q2503966) (← links)
- An efficient convergent lattice algorithm for European Asian options (Q2571992) (← links)
- Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models (Q2657004) (← links)
- Short Maturity Asian Options in Local Volatility Models (Q2953946) (← links)
- Accurate closed-form approximation for pricing Asian and basket options (Q3552634) (← links)
- Analytical approximation method of option pricing under geometric mean-reverting process (Q3636742) (← links)
- Efficient willow tree method for European-style and American-style moving average barrier options pricing (Q4555115) (← links)
- MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL VOLATILITY MODELS (Q4584697) (← links)
- An Extension of the Chaos Expansion Approximation for the Pricing of Exotic Basket Options (Q4585895) (← links)
- One-state variable binomial models for European-/American-style geometric Asian options (Q4647271) (← links)
- Asymptotics for the discrete-time average of the geometric Brownian motion and Asian options (Q5233177) (← links)
- Asian option pricing with orthogonal polynomials (Q5234316) (← links)
- Johnson binomial trees (Q5300442) (← links)
- On accurate and provably efficient GARCH option pricing algorithms (Q5697325) (← links)
- On buybacks, dilutions, dividends, and the pricing of stock‐based claims (Q6054410) (← links)
