The following pages link to (Q4530253):
Displaying 9 items.
- Free boundary and optimal stopping problems for American Asian options (Q928494) (← links)
- PDE and martingale methods in option pricing. (Q986029) (← links)
- New pricing formula for arithmetic Asian options using PDE approach (Q2908355) (← links)
- A Numerical Approach to Price Path Dependent Asian Options (Q3304760) (← links)
- PIDE and Solution Related to Pricing of Lévy Driven Arithmetic Type Floating Asian Options (Q3448333) (← links)
- (Q4667173) (← links)
- Pricing and Hedging American Options Using Approximations by Kim Integral Equations * (Q4677660) (← links)
- SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS (Q4798871) (← links)
- Solving complex PDE systems for pricing American options with regime‐switching by efficient exponential time differencing schemes (Q4903222) (← links)
