Estimators of Sensitivities of an Asian Option: Numerical Analysis

International Journal of Mathematical Analysis
doi 10.12988/ijma.2014.4391
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Hikari, Ltd.

Related search

The Derivatives of Asian Call Option Prices

Communications in Mathematical Sciences
MathematicsApplied Mathematics
2008English

An Adjusted Trinomial Lattice for Pricing Arithmetic Average Based Asian Option

American Journal of Applied Mathematics
2018English

Multivariate Analysis of Curvature Estimators

Computer-Aided Design and Applications
Computational MechanicsComputational MathematicsComputer GraphicsComputer-Aided Design
2016English

Performance Analysis of AM-FM Estimators

English

Estimating the Value of Employee Stock Option Portfolios and Their Sensitivities to Price and Volatility

SSRN Electronic Journal
1998English

Equivalent Martingale Measure in Asian Geometric Average Option Pricing

Journal of Mathematical Finance
2014English

An Improved Geometric Error Analysis Method Considering the Variety of Sensitivities Over Working Space

Advances in Mechanical Engineering
Mechanical Engineering
2018English

Numerical Analysis of an Instrumented Turbine Blade Cascade

Journal of Turbomachinery
Mechanical Engineering
2019English

An Introduction to Numerical Analysis

2003English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy