scientific article
From MaRDI portal
Publication:3779956
zbMath0638.90013MaRDI QIDQ3779956
A. C. F. Vorst, A. G. Z. Kemna
Publication date: 1988
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
On Asian option pricing for NIG Lévy processes, The Istanbul option: Where the standard European option becomes Asian, Monte Carlo methods for security pricing, The concept of comonotonicity in actuarial science and finance: applications., A lattice algorithm for pricing moving average barrier options, Pricing exotic options under regime switching, Accurate and efficient lattice algorithms for American-style Asian options with range bounds, An easy computable upper bound for the price of an arithmetic Asian option, Bounds for the price of discrete arithmetic Asian options, An efficient convergent lattice algorithm for European Asian options
