Pages that link to "Item:Q420220"
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The following pages link to Fourier transform of the continuous arithmetic Asian options PDE (Q420220):
Displaying 3 items.
- 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)
- FOURIER TRANSFORM METHOD WITH AN ASYMPTOTIC EXPANSION APPROACH: AN APPLICATION TO CURRENCY OPTIONS (Q3520539) (← links)