Pages that link to "Item:Q4326887"
From MaRDI portal
The following pages link to A Note on Average Rate Options with Discrete Sampling (Q4326887):
Displaying 8 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 accurate binomial model for pricing American Asian option (Q890640) (← links)
- A convergent quadratic-time lattice algorithm for pricing European-style Asian options (Q2383617) (← links)
- ASIAN OPTIONS WITH THE AMERICAN EARLY EXERCISE FEATURE (Q3523517) (← 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)
- A moment expansion approach to option pricing (Q5697340) (← links)
