Pages that link to "Item:Q375476"
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The following pages link to A refined binomial lattice for pricing American Asian options (Q375476):
Displaying 11 items.
- A binomial approximation for two-state Markovian HJM models (Q539146) (← links)
- Efficiently pricing European-Asian options-ultimate implementation and analysis of the AMO algorithm (Q845869) (← links)
- An exact subexponential-time lattice algorithm for Asian options (Q878377) (← links)
- An accurate binomial model for pricing American Asian option (Q890640) (← links)
- A moments and strike matching binomial algorithm for pricing American put options (Q940997) (← links)
- Pricing American Asian options with higher moments in the underlying distribution (Q953394) (← links)
- Accurate and efficient lattice algorithms for American-style Asian options with range bounds (Q1008586) (← links)
- Adaptive placement method on pricing arithmetic average options (Q1025615) (← links)
- General lattice methods for arithmetic Asian options (Q2286910) (← links)
- An improved binomial method for pricing Asian options (Q2842360) (← links)
- An Improved Binomial Lattice Method for Multi‐Dimensional Options (Q5440092) (← links)