ANALYTIC APPROXIMATIONS FOR MULTI‐ASSET OPTION PRICING (Q4919615): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/j.1467-9965.2011.00481.x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3122160740 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Pricing Multi-Asset Options with an External Barrier / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4942767 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The value of an Asian option / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3531033 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
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)
0 references
14 May 2013
0 references
basket options
0 references
rainbow options
0 references
best-of and worst-of options
0 references
compound exchange options
0 references
analytic approximation
0 references
