Entropy | Free Full-Text | Non-Gaussian Closed Form Solutions for Geometric Average Asian Options in the Framework of Non-Extensive Statistical Mechanics
Evaluation of Pricing American-Style Solution of Asian Option - Ignited Minds Journals
SUBLEADING CORRECTION TO THE ASIAN OPTIONS VOLATILITY IN THE BLACK–SCHOLES MODEL | International Journal of Theoretical and Applied Finance
![PDF] Option pricing formulas based on a non-Gaussian stock price model. | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/6498f25b1e12b0949c2c03033ef871dbe520020c/12-Figure4-1.png "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
Pricing and Hedging Asian Options | PDF | Greeks (Finance) | Black–Scholes Model
Numerical pricing of geometric asian options with barriers - Aimi - 2018 - Mathematical Methods in the Applied Sciences - Wiley Online Library
Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate
Pricing and Hedging Asian Options
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 Asian Options
Full article: Short Maturity Forward Start Asian Options in Local Volatility Models
What is the volatility of an Asian option? - Risk.net
PDF) Quick and Dirty - Short Cuts for Option Lovers
Fuzzy pricing of geometric Asian options and its algorithm - ScienceDirect
Asian options, Other exotic options
Pricing Asian power options under jump-fraction process | Journal of Economics, Finance and Administrative Science
Entropy | Free Full-Text | Non-Gaussian Closed Form Solutions for Geometric Average Asian Options in the Framework of Non-Extensive Statistical Mechanics
Asian options, Other exotic options
Espen Haug
Full article: On the Valuation of Discrete Asian Options in High Volatility Environments
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 Options Pricing Formula: Confluence of Financial Economics, Mathematics and Computational Science - Vipul K. Singh, 2014
Problem 3. (40 pts) Consider the Black Scholes model | Chegg.com
