Pages that link to "Item:Q555398"
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The following pages link to Efficient pricing of discrete Asian options (Q555398):
Displaying 14 items.
- Asian option as a fixed-point (Q721236) (← links)
- Accurate and efficient lattice algorithms for American-style Asian options with range bounds (Q1008586) (← links)
- Efficient, exact algorithms for Asian options with multiresolution lattices (Q1415634) (← links)
- General lattice methods for arithmetic Asian options (Q2286910) (← links)
- Accurate pricing formulas for Asian options (Q2372053) (← links)
- A convergent quadratic-time lattice algorithm for pricing European-style Asian options (Q2383617) (← links)
- Efficient solutions for discrete Asian options (Q2466717) (← links)
- An efficient convergent lattice algorithm for European Asian options (Q2571992) (← links)
- An improved binomial method for pricing Asian options (Q2842360) (← links)
- Efficient and accurate quadratic approximation methods for pricing Asian strike options (Q3005363) (← links)
- A General Framework for Pricing Asian Options Under Markov Processes (Q3450459) (← links)
- A new hybrid Monte Carlo simulation for Asian options pricing (Q5220733) (← links)
- Efficient Spectral-Galerkin Method for Pricing Asian Options (Q5882286) (← links)
- Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) (← links)
