Entropy | Free Full-Text | Non-Gaussian Closed Form Solutions for Geometric Average Asian Options in the Framework of Non-Extensive Statistical Mechanics
Full article: Short Maturity Forward Start Asian Options in Local Volatility Models
Full article: On the Valuation of Discrete Asian Options in High Volatility Environments
Pricing and Hedging Asian Options
Pricing and hedging of arithmetic Asian options via the Edgeworth series expansion approach - ScienceDirect
PDF) Quick and Dirty - Short Cuts for Option Lovers
Tasar las opciones energéticas de Asia por el método de fracciones discontinuas
Pricing Asian Options: A Comparison of Numerical and Simulation Approaches Twenty Years Later
black scholes - Closed-form equation for geometric asian call option - Quantitative Finance Stack Exchange
Asian options, Other exotic options
Asian options, Other exotic options
PDF) An exact and explicit formula for pricing Asian options with regime switching | Song-ping Zhu - Academia.edu
Comparative analysis of Geometric Option pricing (Black Scholes vs Monte Carlo) – QuantiPy
Asian options, Other exotic options
Asian options, Other exotic options
![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
Numerical pricing of geometric asian options with barriers - Aimi - 2018 - Mathematical Methods in the Applied Sciences - Wiley Online Library
Evaluation of Pricing American-Style Solution of Asian Option - Ignited Minds Journals
Binomial options pricing model - Wikipedia
Asian Option Pricing in Excel using QuantLib: Monte Carlo, Finite Differences, Analytic models for Arithmetic and Geometric Average. Example with live EUR/USD rate - Resources
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
Fuzzy pricing of geometric Asian options and its algorithm - ScienceDirect
SUBLEADING CORRECTION TO THE ASIAN OPTIONS VOLATILITY IN THE BLACK–SCHOLES MODEL | International Journal of Theoretical and Applied Finance
PPT - The Asian Options PowerPoint Presentation, free download - ID:1195001
PDF) Geometric Average Asian Option Pricing with Paying Dividend Yield under Non-Extensive Statistical Mechanics for Time-Varying Model
Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate
What is the volatility of an Asian option? - Risk.net
