GitHub - orekhovrv/Analytical-approximation-of-Asian-options: Appendix to "Analytical approximation of Asian options"

Name		Name	Last commit message	Last commit date
Latest commit History 13 Commits
Asian approximation.ipynb		Asian approximation.ipynb
Asian options approximation.html		Asian options approximation.html
Asian options approximation.nb		Asian options approximation.nb
Clewlow_Strickland_Monte_Carlo.ipynb		Clewlow_Strickland_Monte_Carlo.ipynb
GBM_Monte_Carlo.ipynb		GBM_Monte_Carlo.ipynb
Gabillon_Monte_Carlo.ipynb		Gabillon_Monte_Carlo.ipynb