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A Quick Algorithm for Pricing European Average Options
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- Edward P. C. Kao & Weiwei Xie, 2017. "Pricing spread options by generalized bivariate edgeworth expansion," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 4(02n03), pages 1-30, June.
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"Livestock Revenue Insurance,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 21(6), pages 553-580, June.
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- Hart, Chad E. & Babcock, Bruce A. & Hayes, Dermot J., 2001. "Livestock Revenue Insurance," Staff General Research Papers Archive 1932, Iowa State University, Department of Economics.
- Yu, Fangping & Xiang, Zhiyuan & Wang, Xuanhe & Yang, Mo & Kuang, Haibo, 2023. "An innovative tool for cost control under fragmented scenarios: The container freight index microinsurance," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 169(C).
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"A P.D.E. approach to Asian options: analytical and numerical evidence,"
Journal of Banking & Finance, Elsevier, vol. 21(5), pages 613-640, May.
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"An Insurance Approach to Risk Management in the Ethanol Industry,"
Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 37(01), pages 1-12, April.
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- Paulson, Nicholas D. & Babcock, Bruce & Hart, Chad E. & Hayes, Dermot J., 2008. "An Insurance Approach to Risk Management in the Ethanol Industry," ISU General Staff Papers 200804010700001514, Iowa State University, Department of Economics.
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Finance, Presses universitaires de Grenoble, vol. 36(2), pages 67-105.
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- Manuel Moreno & Javier F. Navas, 2003.
"Australian Asian Options,"
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28, Barcelona School of Economics.
- Manuel Moreno & Javier F. Navas, 2003. "Australian Asian options," Economics Working Papers 680, Department of Economics and Business, Universitat Pompeu Fabra.
- Dongdong Hu & Hasanjan Sayit & Frederi Viens, 2023. "Pricing basket options with the first three moments of the basket: log-normal models and beyond," Papers 2302.08041, arXiv.org, revised Feb 2023.
- Paolo Guasoni & Scott Robertson, 2008. "Optimal importance sampling with explicit formulas in continuous time," Finance and Stochastics, Springer, vol. 12(1), pages 1-19, January.
- Takahiko Fujita & Masahiro Ishii, 2010. "Valuation of a Repriceable Executive Stock Option," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 17(1), pages 1-18, March.
- Aprahamian, Hrayer & Maddah, Bacel, 2015. "Pricing Asian options via compound gamma and orthogonal polynomials," Applied Mathematics and Computation, Elsevier, vol. 264(C), pages 21-43.
- Yanhong Zhong & Guohe Deng, 2019. "Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate," Complexity, Hindawi, vol. 2019, pages 1-13, January.
- Kyungsub Lee, 2013. "Recursive formula for arithmetic Asian option prices," Papers 1311.4969, arXiv.org.
- Bara Kim & In-Suk Wee, 2014. "Pricing of geometric Asian options under Heston's stochastic volatility model," Quantitative Finance, Taylor & Francis Journals, vol. 14(10), pages 1795-1809, October.
- Benhamou, Eric & Duguet, Alexandre, 2003.
"Small dimension PDE for discrete Asian options,"
Journal of Economic Dynamics and Control, Elsevier, vol. 27(11), pages 2095-2114.
- Benhamou, Eric & Duguet, Alexandre, 2003. "Small dimension PDE for discrete Asian options," Journal of Economic Dynamics and Control, Elsevier, vol. 27(11-12), pages 2095-2114, September.
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- Chad E. Hart & Dermot J. Hayes & Bruce A. Babcock, 2006.
"Insuring Eggs in Baskets: Should the Government Insure Individual Risks?,"
Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 54(1), pages 121-137, March.
- Hart, Chad E. & Hayes, Dermot J. & Babcock, Bruce A., 2003. "Insuring Eggs in Baskets: Should the Government Insure Individual Risks?," Staff General Research Papers Archive 10669, Iowa State University, Department of Economics.
- Chad E. Hart & Dermot J. Hayes & Bruce A. Babcock, 2003. "Insuring Eggs in Baskets," Center for Agricultural and Rural Development (CARD) Publications 03-wp339, Center for Agricultural and Rural Development (CARD) at Iowa State University.
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Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(6), pages 627-644, June.
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