Pages that link to "Item:Q3114642"
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The following pages link to Analytical Valuation of American-Style Asian Options (Q3114642):
Displaying 23 items.
- An analytic formula for the price of an American-style Asian option of floating strike type (Q613214) (← links)
- Optimal surrender policy for variable annuity guarantees (Q743150) (← links)
- Fair valuation of participating policies with surrender options and regime switching (Q817287) (← links)
- Free boundary and optimal stopping problems for American Asian options (Q928494) (← links)
- The valuation of American barrier options using the decomposition technique (Q1583156) (← links)
- Asian and Australian options: a common perspective (Q1994236) (← links)
- Pricing participating products with Markov-modulated jump-diffusion process: an efficient numerical PIDE approach (Q2015638) (← links)
- Analytical valuation for geometric Asian options in illiquid markets (Q2150932) (← links)
- General lattice methods for arithmetic Asian options (Q2286910) (← links)
- Accurate pricing formulas for Asian options (Q2372053) (← links)
- Early Exercise Boundary for American Type of Floating Strike Asian Option and Its Numerical Approximation (Q2889595) (← links)
- Sensitivity analysis of the early exercise boundary for American style of Asian option (Q2896264) (← links)
- AN ACCURATE VALUATION OF ASIAN OPTIONS USING MOMENTS (Q3022037) (← links)
- A Dynamic Programming Procedure for Pricing American-Style Asian Options (Q3114780) (← links)
- Optimal Exercise Policies and Simulation-Based Valuation for American-Asian Options (Q3635170) (← links)
- Analytical approximation method of option pricing under geometric mean-reverting process (Q3636742) (← links)
- One-state variable binomial models for European-/American-style geometric Asian options (Q4647271) (← links)
- Exercise Regions And Efficient Valuation Of American Lookback Options (Q4827313) (← links)
- The British Asian Option (Q4931851) (← links)
- Analytic valuation of GMDB options with utility based asset allocation (Q5042792) (← links)
- The obstacle problem for a class of hypoelliptic ultraparabolic equations (Q5438180) (← links)
- CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS (Q5472777) (← links)
- Deep signature algorithm for multidimensional path-dependent options (Q6496949) (← links)