{"id":"https://openalex.org/W2136809113","doi":"https://doi.org/10.1007/s00453-004-1143-9","title":"A Fast, Accurate, and Simple Method for Pricing European-Asian and Saving-Asian Options","display_name":"A Fast, Accurate, and Simple Method for Pricing European-Asian and Saving-Asian Options","publication_year":2005,"publication_date":"2005-02-24","ids":{"openalex":"https://openalex.org/W2136809113","doi":"https://doi.org/10.1007/s00453-004-1143-9","mag":"2136809113"},"language":"en","primary_location":{"id":"doi:10.1007/s00453-004-1143-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00453-004-1143-9","pdf_url":null,"source":{"id":"https://openalex.org/S89324355","display_name":"Algorithmica","issn_l":"0178-4617","issn":["0178-4617","1432-0541"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Algorithmica","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5010292103","display_name":"Ken\u2019ichiro Ohta","orcid":null},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Ken\u2019ichiro Ohta","raw_affiliation_strings":["DC Card Co., Ltd., Tokyo, Japan","DC Card Co., Ltd., Tokyo"],"affiliations":[{"raw_affiliation_string":"DC Card Co., Ltd., Tokyo, Japan","institution_ids":[]},{"raw_affiliation_string":"DC Card Co., Ltd., Tokyo","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5077610103","display_name":"Kunihiko Sadakane","orcid":"https://orcid.org/0000-0002-8212-3682"},"institutions":[{"id":"https://openalex.org/I135598925","display_name":"Kyushu University","ror":"https://ror.org/00p4k0j84","country_code":"JP","type":"education","lineage":["https://openalex.org/I135598925"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Kunihiko Sadakane","raw_affiliation_strings":["Graduate School of Information Science and Electrical Engineering, Kyushu University, Fukuoka 812-8581, Japan","Graduate School of Information Science and Electrical Engineering, Kyushu University, Fukuoka 812-8581"],"affiliations":[{"raw_affiliation_string":"Graduate School of Information Science and Electrical Engineering, Kyushu University, Fukuoka 812-8581, Japan","institution_ids":["https://openalex.org/I135598925"]},{"raw_affiliation_string":"Graduate School of Information Science and Electrical Engineering, Kyushu University, Fukuoka 812-8581","institution_ids":["https://openalex.org/I135598925"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5067169957","display_name":"Akiyoshi Shioura","orcid":"https://orcid.org/0000-0002-5216-7190"},"institutions":[{"id":"https://openalex.org/I201537933","display_name":"Tohoku University","ror":"https://ror.org/01dq60k83","country_code":"JP","type":"education","lineage":["https://openalex.org/I201537933"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Akiyoshi Shioura","raw_affiliation_strings":["Graduate School of Information Sciences, Tohoku University, Sendai 980-8579, Japan","Graduate School of Information Sciences, Tohoku University, Sendai, 980-8579"],"affiliations":[{"raw_affiliation_string":"Graduate School of Information Sciences, Tohoku University, Sendai 980-8579, Japan","institution_ids":["https://openalex.org/I201537933"]},{"raw_affiliation_string":"Graduate School of Information Sciences, Tohoku University, Sendai, 980-8579","institution_ids":["https://openalex.org/I201537933"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5031520565","display_name":"Takeshi Tokuyama","orcid":"https://orcid.org/0000-0002-9400-8729"},"institutions":[{"id":"https://openalex.org/I201537933","display_name":"Tohoku University","ror":"https://ror.org/01dq60k83","country_code":"JP","type":"education","lineage":["https://openalex.org/I201537933"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Takeshi Tokuyama","raw_affiliation_strings":["Graduate School of Information Sciences, Tohoku University, Sendai 980-8579, Japan","Graduate School of Information Sciences, Tohoku University, Sendai, 980-8579"],"affiliations":[{"raw_affiliation_string":"Graduate School of Information Sciences, Tohoku University, Sendai 980-8579, Japan","institution_ids":["https://openalex.org/I201537933"]},{"raw_affiliation_string":"Graduate School of Information Sciences, Tohoku University, Sendai, 980-8579","institution_ids":["https://openalex.org/I201537933"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5010292103"],"corresponding_institution_ids":[],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":0.847,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.80465409,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"42","issue":"2","first_page":"141","last_page":"158"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9922999739646912,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9922000169754028,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/asian-option","display_name":"Asian option","score":0.7667131423950195},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.6490463614463806},{"id":"https://openalex.org/keywords/approximation-algorithm","display_name":"Approximation algorithm","score":0.5675696134567261},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.49782514572143555},{"id":"https://openalex.org/keywords/randomized-algorithm","display_name":"Randomized algorithm","score":0.46122485399246216},{"id":"https://openalex.org/keywords/simple","display_name":"Simple (philosophy)","score":0.4534655809402466},{"id":"https://openalex.org/keywords/monte-carlo-methods-for-option-pricing","display_name":"Monte Carlo methods for option pricing","score":0.4433612823486328},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.44119730591773987},{"id":"https://openalex.org/keywords/valuation-of-options","display_name":"Valuation of options","score":0.38645362854003906},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.37253087759017944},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3407169580459595},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.2584526538848877}],"concepts":[{"id":"https://openalex.org/C1898038","wikidata":"https://www.wikidata.org/wiki/Q728255","display_name":"Asian option","level":3,"score":0.7667131423950195},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.6490463614463806},{"id":"https://openalex.org/C148764684","wikidata":"https://www.wikidata.org/wiki/Q621751","display_name":"Approximation algorithm","level":2,"score":0.5675696134567261},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.49782514572143555},{"id":"https://openalex.org/C128669082","wikidata":"https://www.wikidata.org/wiki/Q583461","display_name":"Randomized algorithm","level":2,"score":0.46122485399246216},{"id":"https://openalex.org/C2780586882","wikidata":"https://www.wikidata.org/wiki/Q7520643","display_name":"Simple (philosophy)","level":2,"score":0.4534655809402466},{"id":"https://openalex.org/C101710237","wikidata":"https://www.wikidata.org/wiki/Q6904701","display_name":"Monte Carlo methods for option pricing","level":3,"score":0.4433612823486328},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.44119730591773987},{"id":"https://openalex.org/C194483076","wikidata":"https://www.wikidata.org/wiki/Q380382","display_name":"Valuation of options","level":2,"score":0.38645362854003906},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.37253087759017944},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3407169580459595},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.2584526538848877},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s00453-004-1143-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00453-004-1143-9","pdf_url":null,"source":{"id":"https://openalex.org/S89324355","display_name":"Algorithmica","issn_l":"0178-4617","issn":["0178-4617","1432-0541"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Algorithmica","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":10,"referenced_works":["https://openalex.org/W1578340357","https://openalex.org/W1595470677","https://openalex.org/W1620177939","https://openalex.org/W1999678910","https://openalex.org/W2005184690","https://openalex.org/W2047491430","https://openalex.org/W2068871408","https://openalex.org/W2125728143","https://openalex.org/W2146612430","https://openalex.org/W2295428206"],"related_works":["https://openalex.org/W2909024759","https://openalex.org/W2367757735","https://openalex.org/W4386788122","https://openalex.org/W2408949929","https://openalex.org/W3201761445","https://openalex.org/W4360785502","https://openalex.org/W4232457754","https://openalex.org/W1572306738","https://openalex.org/W649070193","https://openalex.org/W2269499643"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}