Pages that link to "Item:Q2480218"
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The following pages link to Bounds for in-progress floating-strike Asian options using symmetry (Q2480218):
Displaying 10 items.
- An analytic formula for the price of an American-style Asian option of floating strike type (Q613214) (← links)
- Asian option as a fixed-point (Q721236) (← links)
- A unified approach for the pricing of options relating to averages (Q1627630) (← links)
- Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921) (← links)
- Equivalence of floating and fixed strike Asian and lookback options (Q2485814) (← links)
- Bounds for the price of discrete arithmetic Asian options (Q2570028) (← links)
- Efficient and accurate quadratic approximation methods for pricing Asian strike options (Q3005363) (← links)
- On the equivalence of floating- and fixed-strike Asian options (Q3153663) (← links)
- Partial differential equations for Asian option prices (Q5001142) (← links)
- Fixed-income average options: a pricing approach based on Gaussian mean-reverting cyclical models (Q6573361) (← links)