Primbs, MS&E Applications of the Linear Functional Form: Pricing Exotics. - ppt download
Pricing Asian Options - MATLAB & Simulink Example - MathWorks 中国
Option (finance) - Wikipedia
arXiv:1706.02408v2 [q-fin.CP] 9 Aug 2018
arXiv:1911.05620v2 [q-fin.CP] 9 May 2020
Quasi-closed-form solution and numerical method for currency option with uncertain volatility model | SpringerLink
![PDF] A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/4011535b91fd869b8138112739fcad535ac1562c/11-Table1-1.png "PDF] A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options | Semantic Scholar")
PDF] A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options | Semantic Scholar
PDF) Commodity Asian Options: A Closed-Form Formula
Quasi-closed-form solution and numerical method for currency option with uncertain volatility model | SpringerLink
PDF) Commodity Asian Options: A Closed-Form Formula
Asian Options Examples - Maple Help
Pricing and hedging of arithmetic Asian options via the Edgeworth series expansion approach - ScienceDirect
Arithmetic Asian Options With Continuous Sampling | PDF
Quasi-closed-form solution and numerical method for currency option with uncertain volatility model | SpringerLink
Pricing Bounds on Asian Options
Advanced Topics in Derivative Pricing Models Topic 3 - Derivatives with averaging style payoffs 3.1 Pricing models of Asian opti
Pricing Asian Options
Pricing Asian Options in a Semimartingale Model
![PDF] A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/4011535b91fd869b8138112739fcad535ac1562c/13-Figure3-1.png "PDF] A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options | Semantic Scholar")
PDF] A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options | Semantic Scholar
Option (finance) - Wikipedia
Optimal Importance Sampling with Explicit Formulas in Continuous Time
Pricing the exotic: Path-dependent American options with stochastic barriers - ScienceDirect
PDF) Commodity Asian Options: A Closed-Form Formula
A Quasi-Closed-Form Solution for the Valuation of American Put Options
