The following pages link to The value of an Asian option (Q4866783):
Displaying 50 items.
- European and Asian Greeks for exponential Lévy processes (Q64644) (← links)
- Lattice Boltzmann methods for solving partial differential equations of exotic option pricing (Q256532) (← links)
- A hybrid finite difference scheme for pricing Asian options (Q298703) (← links)
- Another look at the integral of exponential Brownian motion and the pricing of Asian options (Q331365) (← links)
- Lower and upper bounds for prices of Asian-type options (Q492182) (← links)
- An approximation formula for basket option prices under local stochastic volatility with jumps: an application to commodity markets (Q495066) (← links)
- Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options (Q505796) (← links)
- A simple efficient approximation to price basket stock options with volatility smile (Q525204) (← links)
- Pricing Asian options in a stochastic volatility model with jumps (Q529935) (← links)
- An adaptive extrapolation discontinuous Galerkin method for the valuation of Asian options (Q534248) (← links)
- Transforming arithmetic Asian option PDE to the parabolic equation with constant coefficients (Q539363) (← links)
- Efficient pricing of discrete Asian options (Q555398) (← links)
- Quantile approximations in auto-regressive portfolio models (Q629438) (← links)
- Bounds for some general sums of random variables (Q631537) (← links)
- Pricing and hedging of Asian options: Quasi-explicit solutions via Malliavin calculus (Q639362) (← links)
- Equity-linked pension schemes with guarantees (Q654835) (← links)
- Approximate basket options valuation for a jump-diffusion model (Q659118) (← links)
- Basket options valuation for a local volatility jump-diffusion model with the asymptotic expansion method (Q661267) (← links)
- Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables (Q704415) (← links)
- Pricing rate of return guarantees in regular premium unit linked insurance (Q704417) (← links)
- Asian option as a fixed-point (Q721236) (← links)
- A numerical study of Asian option with high-order compact finite difference scheme (Q721576) (← links)
- Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior (Q730548) (← links)
- Pricing and hedging Asian basket spread options (Q848538) (← links)
- Asian options with jumps (Q866600) (← links)
- An exact subexponential-time lattice algorithm for Asian options (Q878377) (← links)
- Pricing European and American options by radial basis point interpolation (Q903013) (← links)
- Free boundary and optimal stopping problems for American Asian options (Q928494) (← links)
- Analytic bounds and approximations for annuities and Asian options (Q931209) (← links)
- Bounds for Asian basket options (Q932705) (← links)
- Prices and sensitivities of Asian options: A survey (Q939350) (← links)
- Quantifying the error of convex order bounds for truncated first moments (Q939362) (← links)
- Optimal approximations for risk measures of sums of lognormals based on conditional expectations (Q950092) (← links)
- Small dimension PDE for discrete Asian options (Q951412) (← links)
- Valuing Asian options using the finite element method and duality techniques (Q952087) (← links)
- Pricing American Asian options with higher moments in the underlying distribution (Q953394) (← links)
- Moment matching approximation of Asian basket option prices (Q970389) (← links)
- A lattice algorithm for pricing moving average barrier options (Q975929) (← links)
- Pricing exotic options under regime switching (Q995503) (← links)
- Analytical approximations for prices of swap rate dependent embedded options in insurance products (Q1003826) (← links)
- Accurate and efficient lattice algorithms for American-style Asian options with range bounds (Q1008586) (← links)
- A path-dependent contingent-claims approach to capacity investments (Q1044172) (← links)
- Obstacle problem for arithmetic Asian options (Q1046556) (← links)
- The Istanbul option: Where the standard European option becomes Asian (Q1381465) (← links)
- The concept of comonotonicity in actuarial science and finance: theory. (Q1394963) (← links)
- The concept of comonotonicity in actuarial science and finance: applications. (Q1413349) (← links)
- A Cox process with log-normal intensity. (Q1413360) (← links)
- Pricing of arithmetic basket options by conditioning. (Q1430672) (← links)
- An easy computable upper bound for the price of an arithmetic Asian option (Q1584514) (← links)
- The Jacobi stochastic volatility model (Q1650944) (← links)
