Showing 1 - 3 results of 3 for search '"Asian option"', query time: 0.07s Refine Results
  1. 1
    Bounds for in-progress floating-strike Asian options using symmetry

    Bounds for in-progress floating-strike Asian options using symmetry by Henderson, V, Hobson, D, Shaw, W, Wojakowski, R

    Published 2007
    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
    “… <p style="text-align:justify;"> In this article, we present a simplified means of pricing Asian options using partial differential equations (PDEs). …”
    Journal article
  3. 3
    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

Search Tools: