Pages that link to "Item:Q2569027"
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The following pages link to Bounds for the price of a European-style Asian option in a binary tree model (Q2569027):
Displaying 11 items.
- Convergence of the binomial tree method for Asian options in jump-diffusion models (Q874917) (← links)
- Static super-replicating strategies for a class of exotic options (Q931201) (← links)
- An easy computable upper bound for the price of an arithmetic Asian option (Q1584514) (← links)
- Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes (Q1754191) (← links)
- Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter? (Q2253520) (← links)
- General lattice methods for arithmetic Asian options (Q2286910) (← links)
- Bounds for the price of discrete arithmetic Asian options (Q2570028) (← links)
- Fuzzy Binary Tree Model for European Options (Q3618343) (← links)
- Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (Q4591237) (← links)
- (Q4919172) (← links)
- Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) (← links)
