๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Applications of symbolic algebraic computation

โœ Scribed by W.S. Brown; A.C. Hearn

Book ID
107744927
Publisher
Elsevier Science
Year
1979
Tongue
English
Weight
941 KB
Volume
17
Category
Article
ISSN
0010-4655

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๐Ÿ“œ SIMILAR VOLUMES

[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
โœ Boyle, Phelim; Potapchik, Alex ๐Ÿ“‚ Article ๐Ÿ“… 2006 ๐Ÿ› ACM Press โš– 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