Pages that link to "Item:Q3304760"
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The following pages link to A Numerical Approach to Price Path Dependent Asian Options (Q3304760):
Displaying 5 items.
- Valuing Asian options using the finite element method and duality techniques (Q952087) (← links)
- Numerical schemes for pricing Asian options under state-dependent regime-switching jump-diffusion models (Q2006622) (← links)
- A fourth order numerical method based on B-spline functions for pricing Asian options (Q2197862) (← links)
- New pricing formula for arithmetic Asian options using PDE approach (Q2908355) (← links)
- CALCULATION OF ASIAN OPTIONS FOR THE BLACK–SCHOLES MODEL (Q5042915) (← links)