The following pages link to (Q3779956):
Displaying 10 items.
- A lattice algorithm for pricing moving average barrier options (Q975929) (← links)
- Pricing exotic options under regime switching (Q995503) (← links)
- Accurate and efficient lattice algorithms for American-style Asian options with range bounds (Q1008586) (← links)
- The Istanbul option: Where the standard European option becomes Asian (Q1381465) (← links)
- Monte Carlo methods for security pricing (Q1391435) (← links)
- The concept of comonotonicity in actuarial science and finance: applications. (Q1413349) (← links)
- An easy computable upper bound for the price of an arithmetic Asian option (Q1584514) (← links)
- On Asian option pricing for NIG Lévy processes (Q1883479) (← links)
- Bounds for the price of discrete arithmetic Asian options (Q2570028) (← links)
- An efficient convergent lattice algorithm for European Asian options (Q2571992) (← links)
