Pages that link to "Item:Q1674181"

The following pages link to Modified B-spline collocation approach for pricing American style Asian options (Q1674181):

Displaying 7 items.

• A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model (Q1998282) (← links)
• A robust numerical technique and its analysis for computing the price of an Asian option (Q2161069) (← links)
• A fourth order numerical method based on B-spline functions for pricing Asian options (Q2197862) (← links)
• An efficient numerical method based on redefined cubic B-spline basis functions for pricing Asian options (Q2231294) (← links)
• A robust spline collocation method for pricing American put options (Q2296452) (← links)
• Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market (Q2326366) (← links)
• High-order exponential spline method for pricing European options (Q4646565) (← links)