Pages that link to "Item:Q2888863"
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The following pages link to Essentially exact asymptotic solutions for Asian derivatives (Q2888863):
Displaying 6 items.
- Efficient solutions for discrete Asian options (Q2466717) (← links)
- A backward Monte Carlo approach to exotic option pricing (Q4575277) (← links)
- Asymptotic Solutions for Australian Options with Low Volatility (Q4586320) (← links)
- Asian option pricing with orthogonal polynomials (Q5234316) (← links)
- THE VALUATION OF SELF-FUNDING INSTALMENT WARRANTS (Q5281720) (← links)
- Primal-Dual Active-Set Method for the Valuation Of American Exchange Options (Q6139023) (← links)