✦ LIBER ✦

Historial Topics: Arithmetic Symbols and Algebraic Notation

✍ Scribed by D. R. Green

Book ID: 121727134
Year: 1977
Weight: 745 KB
Volume: 6
Category: Article
ISSN: 0305-7259
DOI: 10.2307/30211885

No coin nor oath required. For personal study only.

📜 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

✍ Boyle, Phelim; Potapchik, Alex 📂 Article 📅 2006 🏛 ACM Press ⚖ 200 KB

[ACM Press the 2006 international sympos

✍ Boyle, Phelim; Potapchik, Alex 📂 Article 📅 2006 🏛 ACM Press ⚖ 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