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
Espen Haug
Full article: On the Valuation of Discrete Asian Options in High Volatility Environments
What is the volatility of an Asian option? - Risk.net
Valuing Asian Options Using Vorst's Approximation | Antonie Kotzé - Academia.edu
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
Pricing and Hedging Asian Options
Fuzzy pricing of geometric Asian options and its algorithm - ScienceDirect
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
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
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
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
PDF) An exact and explicit formula for pricing Asian options with regime switching | Song-ping Zhu - Academia.edu
Asian options, Other exotic options
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
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
Comparative analysis of Geometric Option pricing (Black Scholes vs Monte Carlo) – QuantiPy
Pricing and Hedging Asian Options
Evaluation of Pricing American-Style Solution of Asian Option - Ignited Minds Journals