Pages that link to "Item:Q3022037"
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The following pages link to AN ACCURATE VALUATION OF ASIAN OPTIONS USING MOMENTS (Q3022037):
Displaying 9 items.
- Diversified portfolios with different entropy measures (Q279248) (← links)
- An accurate binomial model for pricing American Asian option (Q890640) (← links)
- Pricing American Asian options with higher moments in the underlying distribution (Q953394) (← links)
- Moment matching approximation of Asian basket option prices (Q970389) (← links)
- Moments and Mellin transform of the asset price in Stein and Stein model and option pricing (Q1754533) (← links)
- Method for constructing Stieltjes classes for \(M\)-indeterminate probability distributions (Q1780524) (← links)
- Intrinsic expansions for averaged diffusion processes (Q2360242) (← links)
- A fast, accurate, and simple method for pricing European-Asian and saving-Asian options (Q2484002) (← links)
- PRICING ASIAN OPTIONS WITH CORRELATORS (Q5061498) (← links)