Pages that link to "Item:Q3153663"
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The following pages link to On the equivalence of floating- and fixed-strike Asian options (Q3153663):
Displaying 28 items.
- Efficient pricing of discrete Asian options (Q555398) (← links)
- An analytic formula for the price of an American-style Asian option of floating strike type (Q613214) (← links)
- Asian option as a fixed-point (Q721236) (← links)
- On the duality principle in option pricing: semimartingale setting (Q928504) (← links)
- A path-dependent contingent-claims approach to capacity investments (Q1044172) (← links)
- A unified approach for the pricing of options relating to averages (Q1627630) (← links)
- Pricing Asian options via compound gamma and orthogonal polynomials (Q1659626) (← links)
- Numerical schemes for pricing Asian options under state-dependent regime-switching jump-diffusion models (Q2006622) (← links)
- Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921) (← links)
- Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← links)
- Accurate pricing formulas for Asian options (Q2372053) (← links)
- A convergent quadratic-time lattice algorithm for pricing European-style Asian options (Q2383617) (← 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)
- Bounds for the price of discrete arithmetic Asian options (Q2570028) (← links)
- Black-Scholes representation for Asian options (Q2875730) (← links)
- Short Maturity Asian Options in Local Volatility Models (Q2953946) (← links)
- Asymptotic Solutions for Australian Options with Low Volatility (Q4586320) (← links)
- SENSITIVITIES OF ASIAN OPTIONS IN THE BLACK–SCHOLES MODEL (Q4608115) (← links)
- Partial differential equations for Asian option prices (Q5001142) (← links)
- SHORT MATURITY ASIAN OPTIONS FOR THE CEV MODEL (Q5056615) (← links)
- Asymptotics for the discrete-time average of the geometric Brownian motion and Asian options (Q5233177) (← links)
- Short Maturity Forward Start Asian Options in Local Volatility Models (Q5241901) (← links)
- Asian options on the harmonic average (Q5245894) (← links)
- Asian Options Under One-Sided Lévy Models (Q5299562) (← links)
- Pricing discretely monitored Asian options under regime-switching and stochastic volatility models with jumps (Q6182318) (← links)
- Asymptotics for short maturity Asian options in jump-diffusion models with local volatility (Q6576884) (← links)
- On pricing of discrete Asian and Lookback options under the Heston model (Q6625112) (← links)
