Pages that link to "Item:Q2466717"
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The following pages link to Efficient solutions for discrete Asian options (Q2466717):
Displaying 6 items.
- An exact subexponential-time lattice algorithm for Asian options (Q878377) (← links)
- Estimation of the bid-ask prices for the European discrete geometric average and arithmetic average Asian options (Q2045356) (← links)
- Essentially exact asymptotic solutions for Asian derivatives (Q2888863) (← links)
- Efficient and accurate quadratic approximation methods for pricing Asian strike options (Q3005363) (← links)
- The discontinuous Galerkin method for discretely observed Asian options (Q5120892) (← links)
- Efficient Spectral-Galerkin Method for Pricing Asian Options (Q5882286) (← links)