Saved in:
Bibliographic Details
Main Authors: Bouchard, Bruno, Tan, Xiaolu
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2504.16349
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866908621733888000
author Bouchard, Bruno
Tan, Xiaolu
author_facet Bouchard, Bruno
Tan, Xiaolu
contents We provide an extension of the unbiased simulation method for SDEs developed in Henry-Labordere et al. [Ann Appl Probab. 27:6 (2017) 1-37] to a class of path-dependent dynamics, pertaining for Asian options. In our setting, both the payoff and the SDE's coefficients depend on the (weighted) average of the process or, more precisely, on the integral of the solution to the SDE against a continuous function with bounded variations. In particular, this applies to the numerical resolution of the class of path-dependent PDEs whose regularity, in the sens of Dupire, is studied in Bouchard and Tan [Ann. I.H.P., to appear].
format Preprint
id arxiv_https___arxiv_org_abs_2504_16349
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Unbiased simulation of Asian options
Bouchard, Bruno
Tan, Xiaolu
Probability
Computational Finance
65C05, 60J60, 60J85, 35K10
We provide an extension of the unbiased simulation method for SDEs developed in Henry-Labordere et al. [Ann Appl Probab. 27:6 (2017) 1-37] to a class of path-dependent dynamics, pertaining for Asian options. In our setting, both the payoff and the SDE's coefficients depend on the (weighted) average of the process or, more precisely, on the integral of the solution to the SDE against a continuous function with bounded variations. In particular, this applies to the numerical resolution of the class of path-dependent PDEs whose regularity, in the sens of Dupire, is studied in Bouchard and Tan [Ann. I.H.P., to appear].
title Unbiased simulation of Asian options
topic Probability
Computational Finance
65C05, 60J60, 60J85, 35K10
url https://arxiv.org/abs/2504.16349