The following pages link to Bounds for Asian basket options (Q932705):
Displayed 9 items.
- Pricing and hedging Asian basket spread options (Q848538) (← links)
- Static super-replicating strategies for a class of exotic options (Q931201) (← links)
- Quantifying the error of convex order bounds for truncated first moments (Q939362) (← links)
- Optimal approximations for risk measures of sums of lognormals based on conditional expectations (Q950092) (← links)
- Moment matching approximation of Asian basket option prices (Q970389) (← links)
- A provisioning problem with stochastic payments (Q1926876) (← links)
- Bounds for sums of random variables when the marginal distributions and the variance of the sum are given (Q2868599) (← links)
- AN EXPLICIT OPTION-BASED STRATEGY THAT OUTPERFORMS DOLLAR COST AVERAGING (Q2882689) (← links)
- Accurate closed-form approximation for pricing Asian and basket options (Q3552634) (← links)