Pages that link to "Item:Q952087"
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The following pages link to Valuing Asian options using the finite element method and duality techniques (Q952087):
Displaying 6 items.
- Two efficient parameterized boundaries for Večeř's Asian option pricing PDE (Q692704) (← links)
- DG method for the numerical pricing of two-asset European-style Asian options with fixed strike. (Q1745989) (← links)
- Finite difference scheme with a moving mesh for pricing Asian options (Q2453245) (← links)
- Lookback option pricing using the Fourier transform B-spline method (Q5245351) (← links)
- Option pricing and Greeks via a moving least square meshfree method (Q5247232) (← links)
- BOUNDS ON PRICES FOR ASIAN OPTIONS VIA FOURIER METHODS (Q5369446) (← links)