{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,10,12]],"date-time":"2025-10-12T04:00:04Z","timestamp":1760241604548,"version":"build-2065373602"},"reference-count":16,"publisher":"MDPI AG","issue":"2","license":[{"start":{"date-parts":[[2018,6,15]],"date-time":"2018-06-15T00:00:00Z","timestamp":1529020800000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Axioms"],"abstract":"<jats:p>This paper aims to illustrate how SABO (Semi-Analytical method for Barrier Option pricing) is easily applicable for pricing floating strike Asian barrier options with a continuous geometric average. Recently, this method has been applied in the Black\u2013Scholes framework to European vanilla barrier options with constant and time-dependent parameters or barriers and to geometric Asian barrier options with a fixed strike price. The greater efficiency of SABO with respect to classical finite difference methods is clearly evident in numerical simulations. For the first time, a user-friendly MATLAB\u00ae code is made available here.<\/jats:p>","DOI":"10.3390\/axioms7020040","type":"journal-article","created":{"date-parts":[[2018,6,15]],"date-time":"2018-06-15T11:21:20Z","timestamp":1529061680000},"page":"40","update-policy":"https:\/\/doi.org\/10.3390\/mdpi_crossmark_policy","source":"Crossref","is-referenced-by-count":4,"title":["Efficient BEM-Based Algorithm for Pricing Floating Strike Asian Barrier Options (with MATLAB\u00ae Code)"],"prefix":"10.3390","volume":"7","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-4699-4261","authenticated-orcid":false,"given":"Alessandra","family":"Aimi","sequence":"first","affiliation":[{"name":"Department of Mathematical Physical and Computer Sciences, University of Parma, Parma 43124, Italy"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0001-5390-5055","authenticated-orcid":false,"given":"Lorenzo","family":"Diazzi","sequence":"additional","affiliation":[{"name":"Department of Physics Informatics and Mathematics, University of Modena and Reggio Emilia, Modena 41125, Italy"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-7054-8579","authenticated-orcid":false,"given":"Chiara","family":"Guardasoni","sequence":"additional","affiliation":[{"name":"Department of Mathematical Physical and Computer Sciences, University of Parma, Parma 43124, Italy"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"1968","published-online":{"date-parts":[[2018,6,15]]},"reference":[{"key":"ref_1","unstructured":"Hull, J. 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Technical Report."}],"container-title":["Axioms"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.mdpi.com\/2075-1680\/7\/2\/40\/pdf","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,10,11]],"date-time":"2025-10-11T15:08:57Z","timestamp":1760195337000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.mdpi.com\/2075-1680\/7\/2\/40"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2018,6,15]]},"references-count":16,"journal-issue":{"issue":"2","published-online":{"date-parts":[[2018,6]]}},"alternative-id":["axioms7020040"],"URL":"https:\/\/doi.org\/10.3390\/axioms7020040","relation":{},"ISSN":["2075-1680"],"issn-type":[{"type":"electronic","value":"2075-1680"}],"subject":[],"published":{"date-parts":[[2018,6,15]]}}}