scholarly journals Pricing Asian Options with Correlators

2021 ◽  
Author(s):  
Silvia Lavagnini
Keyword(s):  
Asian Options

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

Pricing Asian Options Using Path Bundling

2001 ◽  
Author(s):  
Edwin H. Neave ◽  
George L. Ye
Keyword(s):  
Asian Options
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