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Imaginație logică judecător closed form geometric asian option black scholes discrete forward tumbă Întâlnire Deviere

black scholes - Closed-form equation for geometric asian call option -  Quantitative Finance Stack Exchange
black scholes - Closed-form equation for geometric asian call option - Quantitative Finance Stack Exchange

Espen Haug
Espen Haug

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

What is the volatility of an Asian option? - Risk.net
What is the volatility of an Asian option? - Risk.net

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

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

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

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

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

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

PDF] MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL VOLATILITY MODELS  | Semantic Scholar
PDF] MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL VOLATILITY MODELS | Semantic Scholar

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

Asian Option Pricing in Excel using QuantLib: Monte Carlo, Finite  Differences, Analytic models for Arithmetic and Geometric Average. Example  with live EUR/USD rate - Resources
Asian Option Pricing in Excel using QuantLib: Monte Carlo, Finite Differences, Analytic models for Arithmetic and Geometric Average. Example with live EUR/USD rate - Resources

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

PPT - The Asian Options PowerPoint Presentation, free download - ID:1195001
PPT - The Asian Options PowerPoint Presentation, free download - ID:1195001

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

PDF) An exact and explicit formula for pricing Asian options with regime  switching | Song-ping Zhu - Academia.edu
PDF) An exact and explicit formula for pricing Asian options with regime switching | Song-ping Zhu - Academia.edu

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

PDF) Quick and Dirty - Short Cuts for Option Lovers
PDF) Quick and Dirty - Short Cuts for Option Lovers

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

PDF) Geometric Average Asian Option Pricing with Paying Dividend Yield  under Non-Extensive Statistical Mechanics for Time-Varying Model
PDF) Geometric Average Asian Option Pricing with Paying Dividend Yield under Non-Extensive Statistical Mechanics for Time-Varying Model

Pricing Asian power options under jump-fraction process | Journal of  Economics, Finance and Administrative Science
Pricing Asian power options under jump-fraction process | Journal of Economics, Finance and Administrative Science

Comparative analysis of Geometric Option pricing (Black Scholes vs Monte  Carlo) – QuantiPy
Comparative analysis of Geometric Option pricing (Black Scholes vs Monte Carlo) – QuantiPy

Pricing and Hedging Asian Options
Pricing and Hedging Asian Options

Evaluation of Pricing American-Style Solution of Asian Option - Ignited  Minds Journals
Evaluation of Pricing American-Style Solution of Asian Option - Ignited Minds Journals