Pages that link to "Item:Q958901"

The following pages link to A different approach for pricing Asian options (Q958901):

Displaying 12 items.

• A hybrid finite difference scheme for pricing Asian options (Q298703) (← links)
• Fourier transform of the continuous arithmetic Asian options PDE (Q420220) (← links)
• Transforming arithmetic Asian option PDE to the parabolic equation with constant coefficients (Q539363) (← links)
• The chaotic Black-Scholes equation with time-dependent coefficients (Q777082) (← links)
• Asian options with jumps (Q866600) (← links)
• Evaluation of the Asian option by the dual martingale measure (Q1000483) (← links)
• Explicit expressions for the valuation and hedging of the arithmetic Asian option (Q1433535) (← links)
• Sharp estimates for Geman-Yor processes and applications to arithmetic average Asian options (Q2274018) (← links)
• The hedging strategy of an Asian option (Q2712467) (← links)
• (Q3195635) (← links)
• The Null Volatility Limit of the Chaotic Black-Scholes Equation (Q3460759) (← links)
• Pricing Asian options in financial markets using Mellin transforms (Q5247713) (← links)