9 citations to https://www.mathnet.ru/rus/tm3579
  1. Ziqi Lei, Qing Zhou, Weilin Xiao, “Continuous-time Markov chain approximation for pricing Asian options under rough stochastic local volatility models”, Communications in Statistics - Simulation and Computation, 2024, 1  crossref
  2. Christian-Oliver Ewald, Yuexiang Wu, Aihua Zhang, “Pricing Asian options with stochastic convenience yield and jumps”, Quantitative Finance, 23:4 (2023), 677  crossref
  3. Christian-Oliver Ewald, Yuexiang Wu, Aihua Zhang, “Pricing Asian Options with Stochastic Convenience Yield and Jumps”, SSRN Journal, 2020  crossref
  4. Y. Song, N. Cai, S. Kou, “Computable error bounds of Laplace inversion for pricing Asian options”, INFORMS J. Comput., 30:4 (2018), 634–645  crossref  mathscinet  isi  scopus
  5. H. Funahashi, M. Kijima, “An analytical approximation for pricing VWAP options”, Quant. Financ., 17:7 (2017), 1119–1133  crossref  mathscinet  isi  scopus
  6. А. А. Новиков, С. Александер, Н. Е. Кордзахия, Т. Линг, “Оценивание опционов азиатского и баскетного типов с помощью верхних и нижних границ”, Теория вероятн. и ее примен., 61:1 (2016), 53–68  mathnet  crossref  mathscinet  zmath  elib; A. A. Novikov, S. Alexander, N. E. Kordzahiya, T. Ling, “Pricing of asian-type and basket options via bounds”, Theory Probab. Appl., 61:1 (2017), 94–106  crossref  isi
  7. G. Fusai, I. Kyriakou, “General optimized lower and upper bounds for discrete and continuous arithmetic asian options”, Math. Oper. Res., 41:2 (2016), 531–559  crossref  mathscinet  zmath  isi  elib  scopus
  8. S. Alexander, A. Novikov, N. Kordzakhia, “Bounds on prices for asian options via Fourier methods”, Anziam J., 57:3 (2016), 299–318  crossref  mathscinet  zmath  isi  scopus
  9. N. Cai, Y. Song, S. Kou, “A general framework for pricing asian options under Markov processes”, Oper. Res., 63:3 (2015), 540–554  crossref  mathscinet  zmath  isi  elib  scopus