Tasar las opciones energéticas de Asia por el método de fracciones discontinuas
PDF) Geometric Average Asian Option Pricing with Paying Dividend Yield under Non-Extensive Statistical Mechanics for Time-Varying Model
Evaluation of Pricing American-Style Solution of Asian Option - Ignited Minds Journals
Numerical pricing of geometric asian options with barriers - Aimi - 2018 - Mathematical Methods in the Applied Sciences - Wiley Online Library
Problem 3. (40 pts) Consider the Black Scholes model | Chegg.com
Asian options, Other exotic options
Pricing Asian Options: A Comparison of Numerical and Simulation Approaches Twenty Years Later
PDF) An exact and explicit formula for pricing Asian options with regime switching | Song-ping Zhu - Academia.edu
A robust numerical solution to a time-fractional Black–Scholes equation | Advances in Continuous and Discrete Models | Full Text
Pricing and Hedging Asian Options
black scholes - Closed-form equation for geometric asian call option - Quantitative Finance Stack Exchange
Valuing Asian Options Using Vorst's Approximation | Antonie Kotzé - Academia.edu
Asian options, Other exotic options
Comparative analysis of Geometric Option pricing (Black Scholes vs Monte Carlo) – QuantiPy
Full article: On the Valuation of Discrete Asian Options in High Volatility Environments
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
![PDF] MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL VOLATILITY MODELS | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/1c01d49a40265e77e9536560bc1bd555b61f44e4/26-Figure4.2-1.png "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
Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate
Binomial options pricing model - Wikipedia
Espen Haug
Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate
Pricing and hedging of arithmetic Asian options via the Edgeworth series expansion approach - ScienceDirect
Entropy | Free Full-Text | Non-Gaussian Closed Form Solutions for Geometric Average Asian Options in the Framework of Non-Extensive Statistical Mechanics
