Pages that link to "Item:Q2570028"
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The following pages link to Bounds for the price of discrete arithmetic Asian options (Q2570028):
Displaying 34 items.
- On an optimization problem related to static super-replicating strategies (Q475663) (← links)
- Lower and upper bounds for prices of Asian-type options (Q492182) (← links)
- On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps (Q535466) (← links)
- Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables (Q704415) (← links)
- Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior (Q730548) (← links)
- Pricing and hedging Asian basket spread options (Q848538) (← links)
- On the duality principle in option pricing: semimartingale setting (Q928504) (← links)
- Static super-replicating strategies for a class of exotic options (Q931201) (← links)
- Analytic bounds and approximations for annuities and Asian options (Q931209) (← links)
- Bounds for Asian basket options (Q932705) (← links)
- Prices and sensitivities of Asian options: A survey (Q939350) (← links)
- Quantifying the error of convex order bounds for truncated first moments (Q939362) (← links)
- Optimal approximations for risk measures of sums of lognormals based on conditional expectations (Q950092) (← links)
- Moment matching approximation of Asian basket option prices (Q970389) (← links)
- Pricing of arithmetic basket options by conditioning. (Q1430672) (← links)
- An easy computable upper bound for the price of an arithmetic Asian option (Q1584514) (← links)
- Pricing Asian options via compound gamma and orthogonal polynomials (Q1659626) (← links)
- Risk bounds for factor models (Q2364531) (← links)
- Bounds for in-progress floating-strike Asian options using symmetry (Q2480218) (← links)
- Equivalence of floating and fixed strike Asian and lookback options (Q2485814) (← links)
- Default probabilities of a holding company, with complete and partial information (Q2517514) (← links)
- Bounds for the price of a European-style Asian option in a binary tree model (Q2569027) (← links)
- General optimized lower and upper bounds for discrete and continuous arithmetic Asian options (Q2806817) (← links)
- Arithmetic Asian Options under Stochastic Delay Models (Q2889598) (← links)
- Pricing of Asian-Type and Basket Options via Bounds (Q2967982) (← links)
- General Lower Bounds for Arithmetic Asian Option Prices (Q3502206) (← links)
- Accurate closed-form approximation for pricing Asian and basket options (Q3552634) (← links)
- Pricing bounds and approximations for discrete arithmetic Asian options under time-changed Lévy processes (Q4554509) (← links)
- Geometric Asian option pricing in general affine stochastic volatility models with jumps (Q4555113) (← links)
- SENSITIVITIES OF ASIAN OPTIONS IN THE BLACK–SCHOLES MODEL (Q4608115) (← links)
- PRICING ASIAN OPTIONS WITH CORRELATORS (Q5061498) (← links)
- Asymptotics for the discrete-time average of the geometric Brownian motion and Asian options (Q5233177) (← links)
- Asian option pricing with orthogonal polynomials (Q5234316) (← links)
- Short Maturity Forward Start Asian Options in Local Volatility Models (Q5241901) (← links)
