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| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| ✓ | pr_ch07_q006 | Asian option PDE change of variables A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options | x0 | ||
| ✓ | rb_ch02_q055 | Asian options cheaper or more expensive Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 |