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Tasar las opciones energéticas de Asia por el método de fracciones discontinuas
Tasar las opciones energéticas de Asia por el método de fracciones discontinuas

Evaluation of Pricing American-Style Solution of Asian Option - Ignited Minds Journals
Evaluation of Pricing American-Style Solution of Asian Option - Ignited Minds Journals

Pricing and hedging of arithmetic Asian options via the Edgeworth series expansion approach - ScienceDirect
Pricing and hedging of arithmetic Asian options via the Edgeworth series expansion approach - ScienceDirect

Asian options, Other exotic options
Asian options, Other exotic options

Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate
Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate

Numerical pricing of geometric asian options with barriers - Aimi - 2018 - Mathematical Methods in the Applied Sciences - Wiley Online Library
Numerical pricing of geometric asian options with barriers - Aimi - 2018 - Mathematical Methods in the Applied Sciences - Wiley Online Library

PDF] Option pricing formulas based on a non-Gaussian stock price model. | Semantic Scholar
PDF] Option pricing formulas based on a non-Gaussian stock price model. | Semantic Scholar

A robust numerical solution to a time-fractional Black–Scholes equation | Advances in Continuous and Discrete Models | Full Text
A robust numerical solution to a time-fractional Black–Scholes equation | Advances in Continuous and Discrete Models | Full Text

Entropy | Free Full-Text | Non-Gaussian Closed Form Solutions for Geometric Average Asian Options in the Framework of Non-Extensive Statistical Mechanics
Entropy | Free Full-Text | Non-Gaussian Closed Form Solutions for Geometric Average Asian Options in the Framework of Non-Extensive Statistical Mechanics

PDF) Quick and Dirty - Short Cuts for Option Lovers
PDF) Quick and Dirty - Short Cuts for Option Lovers

Entropy | Free Full-Text | Non-Gaussian Closed Form Solutions for Geometric Average Asian Options in the Framework of Non-Extensive Statistical Mechanics
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 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
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

black scholes - Closed-form equation for geometric asian call option - Quantitative Finance Stack Exchange
black scholes - Closed-form equation for geometric asian call option - Quantitative Finance Stack Exchange

Comparative analysis of Geometric Option pricing (Black Scholes vs Monte Carlo) – QuantiPy
Comparative analysis of Geometric Option pricing (Black Scholes vs Monte Carlo) – QuantiPy

Asian options, Other exotic options
Asian options, Other exotic options

Binomial options pricing model - Wikipedia
Binomial options pricing model - Wikipedia

black scholes - Closed-form equation for geometric asian call option - Quantitative Finance Stack Exchange
black scholes - Closed-form equation for geometric asian call option - Quantitative Finance Stack Exchange

Full article: On the Valuation of Discrete Asian Options in High Volatility Environments
Full article: On the Valuation of Discrete Asian Options in High Volatility Environments

Asian options, Other exotic options
Asian options, Other exotic options

Pricing and Hedging Asian Options
Pricing and Hedging Asian Options

PDF) An exact and explicit formula for pricing Asian options with regime switching | Song-ping Zhu - Academia.edu
PDF) An exact and explicit formula for pricing Asian options with regime switching | Song-ping Zhu - Academia.edu

Full article: Short Maturity Forward Start Asian Options in Local Volatility Models
Full article: Short Maturity Forward Start Asian Options in Local Volatility Models

Pricing and Hedging Asian Options | PDF | Greeks (Finance) | Black–Scholes Model
Pricing and Hedging Asian Options | PDF | Greeks (Finance) | Black–Scholes Model

Pricing Asian power options under jump-fraction process | Journal of Economics, Finance and Administrative Science
Pricing Asian power options under jump-fraction process | Journal of Economics, Finance and Administrative Science

Espen Haug
Espen Haug

Pricing and Hedging Asian Options
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
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) Geometric Average Asian Option Pricing with Paying Dividend Yield under Non-Extensive Statistical Mechanics for Time-Varying Model
PDF) Geometric Average Asian Option Pricing with Paying Dividend Yield under Non-Extensive Statistical Mechanics for Time-Varying Model