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[ACM Press the 2006 international symposium - Genoa, Italy (2006.07.09-2006.07.12)] Proceedings of the 2006 international symposium on Symbolic and algebraic computation - ISSAC '06 - Group-theoretic algorithms for matrix multiplication

✍ Scribed by Umans, Christopher

Book ID
120574869
Publisher
ACM Press
Year
2006
Weight
42 KB
Category
Article
ISBN-13
9781595932761

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[ACM Press the 2006 international sympos
[ACM Press the 2006 international symposium - Genoa, Italy (2006.07.09-2006.07.12)] Proceedings of the 2006 international symposium on Symbolic and algebraic computation - ISSAC '06 - Application of high-precision computing for pricing arithmetic asian options
✍ Boyle, Phelim; Potapchik, Alex πŸ“‚ Article πŸ“… 2006 πŸ› ACM Press βš– 200 KB

Asian options are notoriously hard to price. Even though they have been the focus of much attention in recent years, there is no single technique which would widely be accepted to price Asian options for all choices of market parameters. In practice, estimation of price sensitivities is often as imp