Pages that link to "Item:Q2571992"
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The following pages link to An efficient convergent lattice algorithm for European Asian options (Q2571992):
Displaying 18 items.
- Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes (Q298749) (← links)
- A refined binomial lattice for pricing American Asian options (Q375476) (← links)
- Efficient pricing of discrete Asian options (Q555398) (← links)
- An efficient and accurate lattice for pricing derivatives under a jump-diffusion process (Q613244) (← links)
- An exact subexponential-time lattice algorithm for Asian options (Q878377) (← links)
- Adaptive lattice methods for multi-asset models (Q1004678) (← 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)
- Second-order lattice Boltzmann methods for PDEs of Asian option pricing with regime switching (Q2006416) (← links)
- General lattice methods for arithmetic Asian options (Q2286910) (← links)
- A convergent quadratic-time lattice algorithm for pricing European-style Asian options (Q2383617) (← links)
- Linear-time option pricing algorithms by combinatorics (Q2483085) (← links)
- Asian Options, Jump-Diffusion Processes on a Lattice, and Vandermonde Matrices (Q3193137) (← links)
- Accurate closed-form approximation for pricing Asian and basket options (Q3552634) (← links)
- Accurate approximations for Asian options (Q4952715) (← links)
- Partial differential equations for Asian option prices (Q5001142) (← links)
- Geometric Asian power option pricing with transaction cost under the geometric fractional Brownian motion with \(w\) sources of risk in fuzzy environment (Q6591548) (← links)
