ANALYTIC APPROXIMATIONS FOR MULTI‐ASSET OPTION PRICING (Q4919615): Difference between revisions
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Property / full work available at URL: https://doi.org/10.1111/j.1467-9965.2011.00481.x / rank | |||
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Property / cites work: SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION / rank | |||
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Property / cites work: Pricing Multi-Asset Options with an External Barrier / rank | |||
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Property / cites work: The value of an Asian option / rank | |||
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Latest revision as of 11:15, 6 July 2024
scientific article; zbMATH DE number 6163071
Language | Label | Description | Also known as |
---|---|---|---|
English | ANALYTIC APPROXIMATIONS FOR MULTI‐ASSET OPTION PRICING |
scientific article; zbMATH DE number 6163071 |
Statements
ANALYTIC APPROXIMATIONS FOR MULTI‐ASSET OPTION PRICING (English)
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14 May 2013
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basket options
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rainbow options
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best-of and worst-of options
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compound exchange options
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analytic approximation
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