A Dynamic Programming Procedure for Pricing American-Style Asian Options
Management Science
Bounds for the price of discrete arithmetic Asian options
Journal of Computational and Applied Mathematics
Application of high-precision computing for pricing arithmetic asian options
Proceedings of the 2006 international symposium on Symbolic and algebraic computation
50th ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications
Management Science
Bounds for Asian basket options
Journal of Computational and Applied Mathematics
Pricing American Asian options with higher moments in the underlying distribution
Journal of Computational and Applied Mathematics
Bounds for the price of discrete arithmetic Asian options
Journal of Computational and Applied Mathematics
Moment matching approximation of Asian basket option prices
Journal of Computational and Applied Mathematics
Pricing Asian Options Under a Hyper-Exponential Jump Diffusion Model
Operations Research
Efficient basket Monte Carlo option pricing via a simple analytical approximation
Journal of Computational and Applied Mathematics
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