Pages that link to "Item:Q492182"
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The following pages link to Lower and upper bounds for prices of Asian-type options (Q492182):
Displaying 11 items.
- Another look at the integral of exponential Brownian motion and the pricing of Asian options (Q331365) (← links)
- Analytic bounds and approximations for annuities and Asian options (Q931209) (← links)
- Bounds for the price of discrete arithmetic Asian options (Q2570028) (← links)
- General optimized lower and upper bounds for discrete and continuous arithmetic Asian options (Q2806817) (← links)
- Pricing of Asian-Type and Basket Options via Bounds (Q2967982) (← links)
- A General Framework for Pricing Asian Options Under Markov Processes (Q3450459) (← links)
- Pricing bounds and approximations for discrete arithmetic Asian options under time-changed Lévy processes (Q4554509) (← links)
- An analytical approximation for pricing VWAP options (Q4555128) (← links)
- Computable Error Bounds of Laplace Inversion for Pricing Asian Options (Q5137949) (← links)
- BOUNDS ON PRICES FOR ASIAN OPTIONS VIA FOURIER METHODS (Q5369446) (← links)
- Pricing Asian options with stochastic convenience yield and jumps (Q6158429) (← links)