Asian option (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Asian option" in English language version.

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Rogers, L.C.G.; Shi, Z. (1995), "The value of an Asian option" (PDF), Journal of Applied Probability, 32 (4): 1077–1088, doi:10.2307/3215221, JSTOR 3215221, S2CID 120793076, archived from the original (PDF) on 2009-03-20, retrieved 2008-11-28

arxiv.org

Devreese J.P.A.; Lemmens D.; Tempere J. (2010), "Path integral approach to Asianoptions in the Black-Scholes model", Physica A, 389 (4): 780–788, arXiv:0906.4456, Bibcode:2010PhyA..389..780D, doi:10.1016/j.physa.2009.10.020, S2CID 122748812
Feng, R.; Volkmer, H.W. (2015), "Conditional Asian Options", International Journal of Theoretical and Applied Finance, 18 (6): 1550040, arXiv:1505.06946, doi:10.1142/S0219024915500405, S2CID 3245552

books.google.com

Wilmott, Paul (2006). "25". Paul Wilmott on Quantitative Finance. John Wiley & Sons. p. 427. ISBN 9780470060773.

doi.org

Kemna, A.G.Z.; Vorst, A.C.F. (1990), "A Pricing Method for Options Based on Average Asset Values", Journal of Banking & Finance, 14 (1): 113–129, doi:10.1016/0378-4266(90)90039-5
Feynman R.P., Kleinert H. (1986), "Effective classical partition functions" (PDF), Physical Review A, 34 (6): 5080–5084, Bibcode:1986PhRvA..34.5080F, doi:10.1103/PhysRevA.34.5080, PMID 9897894
Devreese J.P.A.; Lemmens D.; Tempere J. (2010), "Path integral approach to Asianoptions in the Black-Scholes model", Physica A, 389 (4): 780–788, arXiv:0906.4456, Bibcode:2010PhyA..389..780D, doi:10.1016/j.physa.2009.10.020, S2CID 122748812
Rogers, L.C.G.; Shi, Z. (1995), "The value of an Asian option" (PDF), Journal of Applied Probability, 32 (4): 1077–1088, doi:10.2307/3215221, JSTOR 3215221, S2CID 120793076, archived from the original (PDF) on 2009-03-20, retrieved 2008-11-28
Kirkby, J.L.; Nguyen, Duy (2020), "Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models", Annals of Finance, 16 (3): 307–351, doi:10.1007/s10436-020-00366-0, S2CID 8038376
Lemmens, Damiaan; Liang, Ling Zhi; Tempere, Jacques; De Schepper, Ann (2010), "Pricing bounds for discrete arithmetic Asian options under Lévy models", Physica A: Statistical Mechanics and Its Applications, 389 (22): 5193–5207, Bibcode:2010PhyA..389.5193L, doi:10.1016/j.physa.2010.07.026
Feng, R.; Volkmer, H.W. (2015), "Conditional Asian Options", International Journal of Theoretical and Applied Finance, 18 (6): 1550040, arXiv:1505.06946, doi:10.1142/S0219024915500405, S2CID 3245552

fasb.org

FASB (2004). Share-based payment (Report). Financial Accounting Standards Board. Archived from the original on 2018-12-05. Retrieved 2010-04-07.

fu-berlin.de

physik.fu-berlin.de

Feynman R.P., Kleinert H. (1986), "Effective classical partition functions" (PDF), Physical Review A, 34 (6): 5080–5084, Bibcode:1986PhRvA..34.5080F, doi:10.1103/PhysRevA.34.5080, PMID 9897894

harvard.edu

ui.adsabs.harvard.edu

Feynman R.P., Kleinert H. (1986), "Effective classical partition functions" (PDF), Physical Review A, 34 (6): 5080–5084, Bibcode:1986PhRvA..34.5080F, doi:10.1103/PhysRevA.34.5080, PMID 9897894
Devreese J.P.A.; Lemmens D.; Tempere J. (2010), "Path integral approach to Asianoptions in the Black-Scholes model", Physica A, 389 (4): 780–788, arXiv:0906.4456, Bibcode:2010PhyA..389..780D, doi:10.1016/j.physa.2009.10.020, S2CID 122748812
Lemmens, Damiaan; Liang, Ling Zhi; Tempere, Jacques; De Schepper, Ann (2010), "Pricing bounds for discrete arithmetic Asian options under Lévy models", Physica A: Statistical Mechanics and Its Applications, 389 (22): 5193–5207, Bibcode:2010PhyA..389.5193L, doi:10.1016/j.physa.2010.07.026

jstor.org

Rogers, L.C.G.; Shi, Z. (1995), "The value of an Asian option" (PDF), Journal of Applied Probability, 32 (4): 1077–1088, doi:10.2307/3215221, JSTOR 3215221, S2CID 120793076, archived from the original (PDF) on 2009-03-20, retrieved 2008-11-28

jussieu.fr

institut.math.jussieu.fr

Rogers, L.C.G.; Shi, Z. (1995), "The value of an Asian option" (PDF), Journal of Applied Probability, 32 (4): 1077–1088, doi:10.2307/3215221, JSTOR 3215221, S2CID 120793076, archived from the original (PDF) on 2009-03-20, retrieved 2008-11-28

nih.gov

pubmed.ncbi.nlm.nih.gov

Feynman R.P., Kleinert H. (1986), "Effective classical partition functions" (PDF), Physical Review A, 34 (6): 5080–5084, Bibcode:1986PhRvA..34.5080F, doi:10.1103/PhysRevA.34.5080, PMID 9897894

repec.org

ideas.repec.org

Kemna, A.G.Z.; Vorst, A.C.F. (1990), "A Pricing Method for Options Based on Average Asset Values", Journal of Banking & Finance, 14 (1): 113–129, doi:10.1016/0378-4266(90)90039-5

riskencyclopedia.com

Glyn A. Holton (2013). "Asian Option (Average Option)". Risk Encyclopedia. Archived from the original on 2013-12-06. Retrieved 2013-08-10. An Asian option (also called an average option) is an option whose payoff is linked to the average value of the underlier on a specific set of dates during the life of the option." "[I]n situations where the underlier is thinly traded or there is the potential for its price to be manipulated, an Asian option offers some protection. It is more difficult to manipulate the average value of an underlier over an extended period of time than it is to manipulate it just at the expiration of an option.

semanticscholar.org

api.semanticscholar.org

Devreese J.P.A.; Lemmens D.; Tempere J. (2010), "Path integral approach to Asianoptions in the Black-Scholes model", Physica A, 389 (4): 780–788, arXiv:0906.4456, Bibcode:2010PhyA..389..780D, doi:10.1016/j.physa.2009.10.020, S2CID 122748812
Rogers, L.C.G.; Shi, Z. (1995), "The value of an Asian option" (PDF), Journal of Applied Probability, 32 (4): 1077–1088, doi:10.2307/3215221, JSTOR 3215221, S2CID 120793076, archived from the original (PDF) on 2009-03-20, retrieved 2008-11-28
Kirkby, J.L.; Nguyen, Duy (2020), "Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models", Annals of Finance, 16 (3): 307–351, doi:10.1007/s10436-020-00366-0, S2CID 8038376
Feng, R.; Volkmer, H.W. (2015), "Conditional Asian Options", International Journal of Theoretical and Applied Finance, 18 (6): 1550040, arXiv:1505.06946, doi:10.1142/S0219024915500405, S2CID 3245552

slate.com

Palmer, Brian (July 14, 2010), Why Do We Call Financial Instruments "Exotic"? Because some of them are from Japan., Slate

springer.com

link.springer.com

Kirkby, J.L.; Nguyen, Duy (2020), "Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models", Annals of Finance, 16 (3): 307–351, doi:10.1007/s10436-020-00366-0, S2CID 8038376

web.archive.org

FASB (2004). Share-based payment (Report). Financial Accounting Standards Board. Archived from the original on 2018-12-05. Retrieved 2010-04-07.
Glyn A. Holton (2013). "Asian Option (Average Option)". Risk Encyclopedia. Archived from the original on 2013-12-06. Retrieved 2013-08-10. An Asian option (also called an average option) is an option whose payoff is linked to the average value of the underlier on a specific set of dates during the life of the option." "[I]n situations where the underlier is thinly traded or there is the potential for its price to be manipulated, an Asian option offers some protection. It is more difficult to manipulate the average value of an underlier over an extended period of time than it is to manipulate it just at the expiration of an option.
Kleinert, H. (2009), Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets, archived from the original on 2009-04-24, retrieved 2010-01-10

worldscibooks.com

Kleinert, H. (2009), Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets, archived from the original on 2009-04-24, retrieved 2010-01-10