Pages that link to "Item:Q4952715"
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The following pages link to Accurate approximations for Asian options (Q4952715):
Displaying 23 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)
- A binomial approximation for two-state Markovian HJM models (Q539146) (← links)
- Efficient pricing of discrete Asian options (Q555398) (← links)
- An efficient and accurate lattice for pricing derivatives under a jump-diffusion process (Q613244) (← links)
- Perturbation results and monotone iterative technique for fractional evolution equations (Q638149) (← 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)
- 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)
- Pricing of Asian exchange rate options under stochastic interest rates as a sum of options (Q1409834) (← links)
- Pricing Asian options via compound gamma and orthogonal polynomials (Q1659626) (← links)
- Approximate option pricing (Q1818267) (← links)
- A convergent quadratic-time lattice algorithm for pricing European-style Asian options (Q2383617) (← links)
- An efficient convergent lattice algorithm for European Asian options (Q2571992) (← links)
- Essentially exact asymptotic solutions for Asian derivatives (Q2888863) (← links)
- Efficient and accurate quadratic approximation methods for pricing Asian strike options (Q3005363) (← links)
- AN ACCURATE VALUATION OF ASIAN OPTIONS USING MOMENTS (Q3022037) (← 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)
- CALCULATION OF ASIAN OPTIONS FOR THE BLACK–SCHOLES MODEL (Q5042915) (← links)
- Algorithmic Applications in Management (Q5710129) (← links)
