Pricing Asian Options: A Comparison of Numerical and Simulation Approaches Twenty Years Later

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ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org

"Pricing Asian Options: A Comparison of Numerical and Simulation Approaches Twenty Years Later"
written by Akos Horvath, Peter Medvegyev,
published by Journal of Mathematical Finance, Vol.6 No.5, 2016

has been cited by the following article(s):

[1]	Proactive Hedging European Option Pricing with a General Logarithmic Position Strategy
	Discrete Dynamics in Nature and …, 2022

[2]	Review of Asian Options
	Open Access Library Journal, 2022

[3]	IMPLEMENTATION OF MONTE CARLO MOMENT MATCHING METHOD FOR PRICING LOOKBACK FLOATING STRIKE OPTION
	BAREKENG: Jurnal Ilmu …, 2022

[4]	Option pricing and the Montecarlo method
	2022

[5]	Pricing average price options
	2021

[6]	Application of Binomial Tree in Determining the Price of an Asian Option and Calculation of Risk-Sensitive Parameters (Case Study: Soybean Meal and …
	2018

[7]	Closed-form Solutions for Fixed-Strike Arithmetic Asian Options
	SSRN, 2018

[1]	Proactive Hedging European Option Pricing with a General Logarithmic Position Strategy Discrete Dynamics in Nature and Society, 2022 DOI:10.1155/2022/4735656

[2]	Closed-form Solutions for Fixed-Strike Arithmetic Asian Options SSRN Electronic Journal , 2018 DOI:10.2139/ssrn.3176932

[3]	Pricing Asian Options: a Comparison of Numerical and Simulation Approaches, Twenty Years Later SSRN Electronic Journal, 2016 DOI:10.2139/ssrn.2810722

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