Pages that link to "Item:Q2908355"
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The following pages link to New pricing formula for arithmetic Asian options using PDE approach (Q2908355):
Displaying 5 items.
- Fourier transform of the continuous arithmetic Asian options PDE (Q420220) (← links)
- Transforming arithmetic Asian option PDE to the parabolic equation with constant coefficients (Q539363) (← links)
- Analytical solution for an arithmetic Asian option using Mellin transforms (Q2906109) (← links)
- PIDE and Solution Related to Pricing of Lévy Driven Arithmetic Type Floating Asian Options (Q3448333) (← links)
- On Arithmetic-Average Asian Power Options: Closed Forms and Explicit Methods for Valuation (Q5169327) (← links)
