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老师们，为什么我尝试复现的这个Asian Option公式程序算出来是NaN
1 个回复 - 498 次查看各位老师们，为什么我这个代码算出来的结果和中途积分的结果都是NaN，可以正常运行函数代码复现的是这篇文章的Asian option定价公式（定理4.1） [*]Kim, B. & Wee, I. 2014, "Pricing of geometric Asian options u ...2022-3-3 00:14 - kuluomu - MATLAB等数学软件专版

求researchgate文章The Pricing of Asian Options on Average Spot with Average Stri
1 个回复 - 456 次查看【作者(必填)】Martin Krekel 【文题(必填)】The Pricing of Asian Options on Average Spot with Average Strike 【年份(必填)】October 2003SSRN Electronic JournalDOI:10.2139/ssrn.944329 【全文链接或数 ...2021-4-22 09:59 - sunny1006 - 文献求助专区

Asian Option Pricing With R, Indian Financial Market Data for R
2 个回复 - 1072 次查看分享一些R语言资料给大家。2019-8-1 16:50 - konkuk2010 - 灌水吧

asian options
0 个回复 - 344 次查看 pricing asian options2019-1-28 11:17 - sloppygz - 灌水吧

[Nielsen] Pricing Asian Options
0 个回复 - 1028 次查看 [Nielsen] Pricing Asian Option ...2018-7-9 17:15 - weidaru567 - 投行专版

Efficient Pricing of European-style Asian options under exponential Levy process
1 个回复 - 474 次查看【作者(必填)】B.Zhang and C.W.Oosterlee 【文题(必填)】Efficient pricing of European-style Asian options under exponential levy processes based on Fourier cosine expansions 【年份(必填)】 2013 ...2017-6-17 17:27 - Bumboo - 求助成功区

Valuing Vulnerable Geometric Asian Options
1 个回复 - 656 次查看【作者(必填)】Junkee Jeon, Ji-Hun Yoon, Myungjoo Kang 【文题(必填)】Valuing Vulnerable Geometric Asian Options 【年份(必填)】2016 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/sc ...2016-4-12 09:48 - lipj - 求助成功区

valuing average rate Asian options
1 个回复 - 1360 次查看【作者(必填)】Carverhill. Clewlow 【文题(必填)】valuing average rate Asian options 【年份(必填)】1990 【全文链接或数据库名称(选填)】2015-8-21 07:17 - Yolanda_WW - 求助成功区

Pricing of geometric Asian options under Heston's stochastic volatility model
1 个回复 - 1038 次查看【作者(必填)】【文题(必填)】Pricing of geometric Asian options under Heston's stochastic volatility model 【年份(必填)】【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/ ...2015-6-10 04:29 - ssylzz - 求助成功区

求助文献 Asian options with jumps
2 个回复 - 991 次查看求助文献一篇请提供者出售，我购买作者：C S Chou, H J Lin. 题目：Asian options with jumps 期刊：Statistics & Probability Letters, 卷期： 2006,76(18):1983-1993. 来源数据库：http://www.scien ...2012-8-10 08:52 - 无诺 - 求助成功区

Asian Option Pricing Based on Genetic Algorithms
0 个回复 - 687 次查看摘要：The cross-fertilization between artificial intelligence and computational finance has resulted in some of the most active research areas in financial engineering. One direction is the applicatio ...2018-1-5 20:20 - 论文库 - 人工智能论文版

arithmetic Asian option 用Monte Carlo 和 lognormal approximation
2 个回复 - 1614 次查看求大神解答一下用Monte Carlo 和 lognormal approximation 两种方定价arithmetic Asian option 的共同限制缺陷。。。。。2016-10-4 12:09 - luotongpu - 金融工程（数量金融）与金融衍生品

Pricing Geometric Averaging Asian Call Option Under Stochastic Volatility Model
0 个回复 - 913 次查看【作者(必填)】Li, Pengshi; Yang, Jianhui 【文题(必填)】Pricing Geometric Averaging Asian Call Option Under Stochastic Volatility Model 【年份(必填)】2016 【全文链接或数据库名称(选填)】http:// ...2016-7-13 15:23 - lipj - 文献求助专区

Bounds for the price of discretely sampled arithmetic Asian options
3 个回复 - 952 次查看【作者(必填)】Vanmaele M., Deelstra G., Liinev J., Dhaene J., and Goovaerts M.J. 【文题(必填)】Bounds for the price of discretely sampled arithmetic Asian options 【年份(必填)】2002 【全文链接 ...2012-2-1 13:19 - 迷途mitu - 求助成功区

Bounds for Asian basket options
1 个回复 - 914 次查看【作者(必填)】Griselda Deelstra Ibrahima Diallo Michèle Vanmaele 【文题(必填)】Bounds for Asian basket options 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://www.sciencedire ...2012-1-31 18:49 - 迷途mitu - 求助成功区

An easy computable upper bound for the price of an arithmetic Asian option
1 个回复 - 922 次查看【作者(必填)】S. SimonM.J. GoovaertsJ. Dhaene 【文题(必填)】An easy computable upper bound for the price of an arithmetic Asian option 【年份(必填)】2000 【全文链接或数据库名称(选填)】http://w ...2012-1-31 18:54 - 迷途mitu - 求助成功区

寻找亚式期权案例（Looking for Asian option case)
1 个回复 - 2256 次查看有文献说亚式期权由于风险小，成本低，成为实际交易活跃的期权产品。但是基本上是在场外进行交易的，这为寻找实际中交易的期权案例带来麻烦。请诸位帮帮忙，知情者支个招，如何找亚式期权的案例？如果有案例材料的朋 ...2011-11-22 20:44 - 秋千草 - 悬赏大厅

高盛：Asia: Options Research
2 个回复 - 1285 次查看 H-share vol up/spot up re-emerged last week with HSI/HSCEI spot and implied vol rising sharply. Single-stocks experienced a similar trend with China Life rising 9% and vol up 5 points. We look for ...2010-10-11 20:49 - moyicheng - 行业分析报告

找论文：A P.D.E Approach to Asian Options: Analytical and Numerical Evidence
2 个回复 - 1436 次查看 A P.D.E Approach to Asian Options: Analytical and Numerical Evidence（1997）看看哪位高人能帮我找到这篇论文谢谢2009-11-29 02:19 - 甜蜜 - 金融工程（数量金融）与金融衍生品

【求助】有关Asian Option
13 个回复 - 3612 次查看当我们用PDE来price discretely observed Asian option 的时候，通过设置additional state variable A，A是arithmetic average of discretely observed price，这个时候floating strike Asian option的2-d PDE 能够简 ...2009-11-8 04:54 - lingyw04 - 金融工程（数量金融）与金融衍生品

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