Pages that link to "Item:Q613214"
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The following pages link to An analytic formula for the price of an American-style Asian option of floating strike type (Q613214):
Displaying 10 items.
- An explicit analytic formula for pricing barrier options with regime switching (Q2018548) (← links)
- On the pricing of Asian options with geometric average of American type with stochastic interest rate: a stochastic optimal control approach (Q2274620) (← links)
- Accurate pricing formulas for Asian options (Q2372053) (← links)
- Bounds for in-progress floating-strike Asian options using symmetry (Q2480218) (← links)
- Equivalence of floating and fixed strike Asian and lookback options (Q2485814) (← links)
- Early Exercise Boundary for American Type of Floating Strike Asian Option and Its Numerical Approximation (Q2889595) (← links)
- Analytical Valuation of American-Style Asian Options (Q3114642) (← links)
- A Dynamic Programming Procedure for Pricing American-Style Asian Options (Q3114780) (← links)
- On the equivalence of floating- and fixed-strike Asian options (Q3153663) (← links)
- An Exact Formula for Pricing American Exchange Options with Regime Switching (Q4562482) (← links)