Pages that link to "Item:Q2383617"
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The following pages link to A convergent quadratic-time lattice algorithm for pricing European-style Asian options (Q2383617):
Displaying 12 items.
- Efficient pricing of discrete Asian options (Q555398) (← links)
- A numerical study of Asian option with high-order compact finite difference scheme (Q721576) (← links)
- An exact subexponential-time lattice algorithm for Asian options (Q878377) (← links)
- Accurate and efficient lattice algorithms for American-style Asian options with range bounds (Q1008586) (← links)
- Convergence of numerical methods for valuing path-dependent options using interpolation (Q1415462) (← links)
- Efficient, exact algorithms for Asian options with multiresolution lattices (Q1415634) (← links)
- A numerical study of Asian option with radial basis functions based finite differences method (Q1653560) (← links)
- High-order compact finite difference scheme for pricing Asian option with moving boundary condition (Q2415424) (← links)
- Finite difference scheme with a moving mesh for pricing Asian options (Q2453245) (← links)
- An efficient convergent lattice algorithm for European Asian options (Q2571992) (← links)
- Efficient and accurate quadratic approximation methods for pricing Asian strike options (Q3005363) (← links)
- Efficient willow tree method for European-style and American-style moving average barrier options pricing (Q4555115) (← links)
