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PDF) An exact and explicit formula for pricing Asian options with regime switching | Song-ping Zhu - Academia.edu
Comparative analysis of Geometric Option pricing (Black Scholes vs Monte Carlo) – QuantiPy
Problem 3. (40 pts) Consider the Black Scholes model | Chegg.com
Entropy | Free Full-Text | Non-Gaussian Closed Form Solutions for Geometric Average Asian Options in the Framework of Non-Extensive Statistical Mechanics
Pricing and Hedging Asian Options
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
Pricing Asian Options: A Comparison of Numerical and Simulation Approaches Twenty Years Later
Binomial options pricing model - Wikipedia
PDF] MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL VOLATILITY MODELS | Semantic Scholar
Asian options, Other exotic options
SUBLEADING CORRECTION TO THE ASIAN OPTIONS VOLATILITY IN THE BLACK–SCHOLES MODEL | International Journal of Theoretical and Applied Finance
black scholes - Closed-form equation for geometric asian call option - Quantitative Finance Stack Exchange
What is the volatility of an Asian option? - Risk.net
PPT - The Asian Options PowerPoint Presentation, free download - ID:1195001
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
Full article: On the Valuation of Discrete Asian Options in High Volatility Environments
Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate
Pricing and Hedging Asian Options | PDF | Greeks (Finance) | Black–Scholes Model
PDF) Geometric Average Asian Option Pricing with Paying Dividend Yield under Non-Extensive Statistical Mechanics for Time-Varying Model
Pricing and hedging of arithmetic Asian options via the Edgeworth series expansion approach - ScienceDirect
Asian options, Other exotic options
Asian options, Other exotic options
Espen Haug
Evaluation of Pricing American-Style Solution of Asian Option - Ignited Minds Journals
Black-Scholes Options Pricing Formula: Confluence of Financial Economics, Mathematics and Computational Science - Vipul K. Singh, 2014
Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate
PDF] Option pricing formulas based on a non-Gaussian stock price model. | Semantic Scholar