Pages that link to "Item:Q2286910"
From MaRDI portal
The following pages link to General lattice methods for arithmetic Asian options (Q2286910):
Displaying 10 items.
- On pricing arithmetic average reset options with multiple reset dates in a lattice framework (Q633988) (← links)
- An exact subexponential-time lattice algorithm for Asian options (Q878377) (← links)
- General multilevel Monte Carlo methods for pricing discretely monitored Asian options (Q2023956) (← links)
- Moving average options: machine learning and Gauss-Hermite quadrature for a double non-Markovian problem (Q2158055) (← links)
- An improved binomial method for pricing Asian options (Q2842360) (← links)
- Moments of integrated exponential Lévy processes and applications to Asian options pricing (Q5039631) (← links)
- Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum Distributions (Q5106348) (← links)
- Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) (← links)
- Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps (Q6556204) (← links)
- The bilateral Gamma motion: calibration and option pricing (Q6643155) (← links)
