Pages that link to "Item:Q951412"
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The following pages link to Small dimension PDE for discrete Asian options (Q951412):
Displaying 6 items.
- A reliable numerical method to price arithmetic Asian options (Q387463) (← links)
- A lattice algorithm for pricing moving average barrier options (Q975929) (← links)
- A numerical study of Asian option with radial basis functions based finite differences method (Q1653560) (← links)
- Asian and Australian options: a common perspective (Q1994236) (← links)
- Efficient solutions for discrete Asian options (Q2466717) (← links)
- Conditional moment matching for pricing arithmetic Asian options under Vasicek interest rate model (Q6615089) (← links)