Pages that link to "Item:Q5369446"
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The following pages link to BOUNDS ON PRICES FOR ASIAN OPTIONS VIA FOURIER METHODS (Q5369446):
Displaying 8 items.
- Lower and upper bounds for prices of Asian-type options (Q492182) (← links)
- Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes (Q1754191) (← links)
- A fourth order numerical method based on B-spline functions for pricing Asian options (Q2197862) (← links)
- Pricing of early-exercise Asian options under Lévy processes based on Fourier cosine expansions (Q2437361) (← links)
- Pricing of Asian-Type and Basket Options via Bounds (Q2967982) (← links)
- Pricing bounds and approximations for discrete arithmetic Asian options under time-changed Lévy processes (Q4554509) (← links)
- Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (Q4591237) (← links)
- Spectral Expansions for Asian (Average Price) Options (Q5322002) (← links)