The following pages link to (Q4952715):
Displaying 12 items.
- Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes (Q298749) (← links)
- A binomial approximation for two-state Markovian HJM models (Q539146) (← links)
- Efficient pricing of discrete Asian options (Q555398) (← links)
- An efficient and accurate lattice for pricing derivatives under a jump-diffusion process (Q613244) (← links)
- Perturbation results and monotone iterative technique for fractional evolution equations (Q638149) (← links)
- Efficiently pricing European-Asian options-ultimate implementation and analysis of the AMO algorithm (Q845869) (← 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)
- 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)
