Pages that link to "Item:Q5001142"
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The following pages link to Partial differential equations for Asian option prices (Q5001142):
Displaying 8 items.
- Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (Q2150007) (← links)
- Essentially exact asymptotic solutions for Asian derivatives (Q2888863) (← links)
- New pricing formula for arithmetic Asian options using PDE approach (Q2908355) (← links)
- SOLVING THE ASIAN OPTION PDE USING LIE SYMMETRY METHODS (Q3067163) (← links)
- SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS (Q4798871) (← links)
- A stochastic local volatility technique for TARN options (Q5030544) (← links)
- CALCULATION OF ASIAN OPTIONS FOR THE BLACK–SCHOLES MODEL (Q5042915) (← links)
- Spectral Expansions for Asian (Average Price) Options (Q5322002) (← links)