On the qualitative effect of volatility and duration on prices of Asian options

2008 ◽  
Vol 5 (3) ◽  
pp. 162-171 ◽  
Author(s):  
Peter Carr ◽  
Christian-Oliver Ewald ◽  
Yajun Xiao
Keyword(s):  
Asian Options ◽  
Qualitative Effect

On the Qualitative Effect of Volatility and Duration on Prices of Asian Options

2008 ◽  
Author(s):  
Peter P. Carr ◽  
Christian-Oliver Ewald ◽  
Yajun Xiao
Keyword(s):  
Asian Options ◽  
Qualitative Effect

1022-P: Quantitative and Qualitative Effect of Dulaglutide in Type 2 Diabetes Patients Under Treatment with Liraglutide

Diabetes ◽  
2019 ◽  
Vol 68 (Supplement 1) ◽  
pp. 1022-P
Author(s):  
ALEXIOS SOTIROPOULOS ◽  
ANASTASIOS KOUTSOVASILIS ◽  
ANASTASIA ANTONIOU ◽  
STAVROS BOUSBOULAS ◽  
THEODOROS PEPPAS
Keyword(s):  
Type 2 Diabetes ◽  
Qualitative Effect ◽  
Diabetes Patients

968-P: Long-Term Quantitative and Qualitative Effect of Dulaglutide in Type 2 Diabetes Patients

Diabetes ◽  
2020 ◽  
Vol 69 (Supplement 1) ◽  
pp. 968-P
Author(s):  
ANASTASIOS KOUTSOVASILIS ◽  
ALEXIOS SOTIROPOULOS ◽  
MARIA PAPPA ◽  
THEODOROS PEPPAS
Keyword(s):  
Type 2 Diabetes ◽  
Qualitative Effect ◽  
Diabetes Patients

Efficient pricing of Asian options by the PDE approach

2004 ◽  
Vol 8 (2) ◽  
pp. 55-63 ◽  
Author(s):  
François Dubois ◽  
Tony Lelièvre
Keyword(s):  
Asian Options

Robust numerical methods for PDE models of Asian options

1997 ◽  
Vol 1 (2) ◽  
pp. 39-78 ◽  
Author(s):  
R Zvan ◽  
Peter Forsyth ◽  
K Vetzal
Keyword(s):  
Numerical Methods ◽  
Asian Options

Fixed-Strike European Arithmetic Asian Options: A Comment

2009 ◽  
Author(s):  
Carole Bernard ◽  
Phelim P. Boyle ◽  
William Gornall
Keyword(s):  
Asian Options
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