Serving the Quantitative Finance Community

 
User avatar
DogonMatrix
Topic Author
Posts: 0
Joined: August 1st, 2002, 12:30 pm

Asian Pyramid Power

October 9th, 2003, 5:06 pm

Could anybody educate me on how "Collector" came up with the formula E[A^2] on page 35 of his article "Asian Pyramid Power" ? And does anyone has an electronc copy of Levy(1992) article " Asian Options" ?Thanks
 
User avatar
Orbit
Posts: 36
Joined: October 14th, 2003, 5:34 pm

Asian Pyramid Power

October 15th, 2003, 2:00 pm

Last edited by Orbit on July 13th, 2009, 10:00 pm, edited 1 time in total.
 
User avatar
zwader
Posts: 0
Joined: April 24th, 2008, 3:26 pm

Asian Pyramid Power

April 26th, 2008, 5:18 pm

Hi, does anybody have the asian pyramid power article? a copy would be nice? Thanks
 
User avatar
Paul
Posts: 6177
Joined: July 20th, 2001, 3:28 pm

Asian Pyramid Power

April 26th, 2008, 9:34 pm

Just a crazy thought, but have you tried searching the articles for Haug here?P
 
User avatar
zwader
Posts: 0
Joined: April 24th, 2008, 3:26 pm

Asian Pyramid Power

April 27th, 2008, 5:47 pm

Yes, I did. It is not online. Cause our University library has no Wilnott or Risk magazines, I run very dry on Asian Option articles.All the other important ones i got. It seems that those in the Risk magazine and Wilmott are very good. For Example Curran 1992 Beyond average intelligence.
 
User avatar
Paul
Posts: 6177
Joined: July 20th, 2001, 3:28 pm

Asian Pyramid Power

April 27th, 2008, 7:04 pm

There is the recording of the lecture Espen gave.P
 
User avatar
Cuchulainn
Posts: 18239
Joined: July 16th, 2004, 7:38 am
Location: Llanfairpwllgwyngyllgogerychwyrndrobwllllantysiliogogogoch

Re: Asian Pyramid Power

November 9th, 2022, 11:30 am

Just a crazy thought, but have you tried searching the articles for Haug here?P
I tried some searches but can't find it. Is is available anywhere.
I do have Espen's notes on pyramids in the jungles of Borneo.
They sought it with thimbles, they sought it with care; They pursued it with forks and hope; They threatened its life with a railway-share; They charmed it with smiles and soap.
 
User avatar
Collector
Posts: 2570
Joined: August 21st, 2001, 12:37 pm
Contact:

Re: Asian Pyramid Power

November 9th, 2022, 4:40 pm

 
User avatar
Collector
Posts: 2570
Joined: August 21st, 2001, 12:37 pm
Contact:

Re: Asian Pyramid Power

November 9th, 2022, 5:10 pm

the full article also in Models on Models 
 
User avatar
Cuchulainn
Posts: 18239
Joined: July 16th, 2004, 7:38 am
Location: Llanfairpwllgwyngyllgogerychwyrndrobwllllantysiliogogogoch

Re: Asian Pyramid Power

November 9th, 2022, 9:09 pm

Takk skal du ha!
They sought it with thimbles, they sought it with care; They pursued it with forks and hope; They threatened its life with a railway-share; They charmed it with smiles and soap.