Pages that link to "Item:Q1658798"
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The following pages link to Collocation boundary element method for the pricing of geometric Asian options (Q1658798):
Displaying 5 items.
- Valuing Asian options using the finite element method and duality techniques (Q952087) (← links)
- Quadrature formulas based on spline quasi-interpolation for hypersingular integrals arising in IgA-SGBEM (Q2021068) (← links)
- Efficient BEM-based algorithm for pricing floating strike Asian barrier options (with MATLAB\(^\circledR\) code) (Q2305853) (← links)
- A boundary element approach to barrier option pricing in Black–Scholes framework (Q2804924) (← links)
- BEM based semi-analytical approach for accurate evaluation of arithmetic Asian barrier options (Q6553601) (← links)