Asymptotic Approximations for Asian, European, and American Options with Discrete Averaging or Discrete Dividend/Coupon Payments

Geahča maid

• Estimation of the Bid-Ask Prices for the European Discrete Geometric Average and Arithmetic Average Asian Options
  Dahkki: Xiankang Luo, et al.
  Almmustuhtton: (2021-01-01)
• A matched asymptotic expansions approach to continuity corrections for discretely sampled options. Part 2: Bermudan options.
  Dahkki: Howison, S
  Almmustuhtton: (2005)
• A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 2: Bermudan Options
  Dahkki: Howison, S
  Almmustuhtton: (2007)
• An Asymptotic Solution for Call Options on Zero-Coupon Bonds
  Dahkki: Michael J. Tomas, et al.
  Almmustuhtton: (2021-08-01)
• A matched asymptotic expansions approach to continuity corrections for discretely sampled options. Part 1: barrier options.
  Dahkki: Howison, S, et al.
  Almmustuhtton: (2005)