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Numerical pricing of geometric asian options with barriers - Aimi - 2018 - Mathematical Methods in the Applied Sciences - Wiley Online Library
Numerical pricing of geometric asian options with barriers - Aimi - 2018 - Mathematical Methods in the Applied Sciences - Wiley Online Library

Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate
Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate

A robust numerical solution to a time-fractional Black–Scholes equation | Advances in Continuous and Discrete Models | Full Text
A robust numerical solution to a time-fractional Black–Scholes equation | Advances in Continuous and Discrete Models | Full Text

Pricing and Hedging Asian Options
Pricing and Hedging Asian Options

Fuzzy pricing of geometric Asian options and its algorithm - ScienceDirect
Fuzzy pricing of geometric Asian options and its algorithm - ScienceDirect

Espen Haug
Espen Haug

PDF] Option pricing formulas based on a non-Gaussian stock price model. | Semantic Scholar
PDF] Option pricing formulas based on a non-Gaussian stock price model. | Semantic Scholar

Pricing Asian Options: A Comparison of Numerical and Simulation Approaches Twenty Years Later
Pricing Asian Options: A Comparison of Numerical and Simulation Approaches Twenty Years Later

Pricing and Hedging Asian Options
Pricing and Hedging Asian Options

Entropy | Free Full-Text | Non-Gaussian Closed Form Solutions for Geometric Average Asian Options in the Framework of Non-Extensive Statistical Mechanics
Entropy | Free Full-Text | Non-Gaussian Closed Form Solutions for Geometric Average Asian Options in the Framework of Non-Extensive Statistical Mechanics

Valuing Asian Options Using Vorst's Approximation | Antonie Kotzé - Academia.edu
Valuing Asian Options Using Vorst's Approximation | Antonie Kotzé - Academia.edu

Entropy | Free Full-Text | Non-Gaussian Closed Form Solutions for Geometric Average Asian Options in the Framework of Non-Extensive Statistical Mechanics
Entropy | Free Full-Text | Non-Gaussian Closed Form Solutions for Geometric Average Asian Options in the Framework of Non-Extensive Statistical Mechanics

SUBLEADING CORRECTION TO THE ASIAN OPTIONS VOLATILITY IN THE BLACK–SCHOLES MODEL | International Journal of Theoretical and Applied Finance
SUBLEADING CORRECTION TO THE ASIAN OPTIONS VOLATILITY IN THE BLACK–SCHOLES MODEL | International Journal of Theoretical and Applied Finance

Full article: Short Maturity Forward Start Asian Options in Local Volatility Models
Full article: Short Maturity Forward Start Asian Options in Local Volatility Models

Pricing and hedging of arithmetic Asian options via the Edgeworth series expansion approach – topic of research paper in Mathematics. Download scholarly article PDF and read for free on CyberLeninka open science
Pricing and hedging of arithmetic Asian options via the Edgeworth series expansion approach – topic of research paper in Mathematics. Download scholarly article PDF and read for free on CyberLeninka open science

Full article: On the Valuation of Discrete Asian Options in High Volatility Environments
Full article: On the Valuation of Discrete Asian Options in High Volatility Environments

Entropy | Free Full-Text | Non-Gaussian Closed Form Solutions for Geometric Average Asian Options in the Framework of Non-Extensive Statistical Mechanics
Entropy | Free Full-Text | Non-Gaussian Closed Form Solutions for Geometric Average Asian Options in the Framework of Non-Extensive Statistical Mechanics

Asian options, Other exotic options
Asian options, Other exotic options

Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate
Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate

Asian options, Other exotic options
Asian options, Other exotic options

Tasar las opciones energéticas de Asia por el método de fracciones discontinuas
Tasar las opciones energéticas de Asia por el método de fracciones discontinuas

Black-Scholes Options Pricing Formula: Confluence of Financial Economics, Mathematics and Computational Science - Vipul K. Singh, 2014
Black-Scholes Options Pricing Formula: Confluence of Financial Economics, Mathematics and Computational Science - Vipul K. Singh, 2014