Pages that link to "Item:Q5234316"

The following pages link to Asian option pricing with orthogonal polynomials (Q5234316):

Displaying 18 items.

• Higher order asymptotic option valuation for non-Gaussian dependent returns (Q866646) (← links)
• Pricing American Asian options with higher moments in the underlying distribution (Q953394) (← links)
• Explicit expressions for the valuation and hedging of the arithmetic Asian option (Q1433535) (← links)
• Pricing Asian options via compound gamma and orthogonal polynomials (Q1659626) (← links)
• Solution of option pricing equations using orthogonal polynomial expansion. (Q1984560) (← links)
• Asian rainbow option pricing formulas of uncertain stock model (Q2100224) (← links)
• Option pricing with Legendre polynomials (Q2628349) (← links)
• Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models (Q2657004) (← links)
• A note on stochastic polynomial chaos expansions for uncertain volatility and Asian option pricing (Q2662604) (← links)
• Laguerre series for Asian and other options (Q2707158) (← links)
• The Hartman-Watson Distribution Revisited: Asymptotics for Pricing Asian Options (Q3094703) (← links)
• (Q3369466) (← links)
• Proper Orthogonal Decomposition in Option Pricing (Q4626517) (← links)
• Correlators of Polynomial Processes (Q5013833) (← links)
• Moments of integrated exponential Lévy processes and applications to Asian options pricing (Q5039631) (← links)
• PRICING ASIAN OPTIONS WITH CORRELATORS (Q5061498) (← links)
• Spectral Expansions for Asian (Average Price) Options (Q5322002) (← links)
• LAGUERRE SERIES IN CONTINGENT CLAIM VALUATION, WITH APPLICATIONS TO ASIAN OPTIONS (Q5692940) (← links)