Showing 1 - 2 results of 2 for search '"Asian option"', query time: 0.05s Refine Results
  1. 1
    Differential equations and asymptotic solutions for arithmetic Asian options: ‘Black–Scholes formulae’ for Asian rate calls

    Differential equations and asymptotic solutions for arithmetic Asian options: ‘Black–Scholes formulae’ for Asian rate calls by Dewynne, J, Shaw, W

    Published 2008
    “… <p style="text-align:justify;"> In this article, we present a simplified means of pricing Asian options using partial differential equations (PDEs). …”
    Journal article
  2. 2
    Differential equations and asymptotic solutions for arithmetic Asian options: 'Black-Scholes formulae' for Asian rate calls

    Differential equations and asymptotic solutions for arithmetic Asian options: 'Black-Scholes formulae' for Asian rate calls by Dewynne, J, Shaw, W

    Published 2008
    “…In this article, we present a simplified means of pricing Asian options using partial differential equations (PDEs). …”
    Journal article

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