Pricing of Asian-Type and Basket Options via Bounds (Q2967982): Difference between revisions

@@ Property / cites work @@
+On Asian option pricing for NIG Lévy processes
@@ Property / cites work: On Asian option pricing for NIG Lévy processes / rank @@
+Normal rank
@@ Property / cites work @@
+General Lower Bounds for Arithmetic Asian Option Prices
+Normal rank
@@ Property / cites work @@
+BOUNDS ON PRICES FOR ASIAN OPTIONS VIA  FOURIER METHODS
+Normal rank
@@ Property / cites work @@
+On a new approach to calculating expectations for option pricing
+Normal rank
@@ Property / cites work @@
+EFFECTIVE AND SIMPLE VWAP OPTIONS PRICING MODEL
@@ Property / cites work: EFFECTIVE AND SIMPLE VWAP OPTIONS PRICING MODEL / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing and Hedging Spread Options
@@ Property / cites work: Pricing and Hedging Spread Options / rank @@
+Normal rank
@@ Property / cites work @@
+Valuing Asian and Portfolio Options by Conditioning on the Geometric Mean Price
+Normal rank
@@ Property / cites work @@
+An Extension of the Chaos Expansion Approximation for the Pricing of Exotic Basket Options
+Normal rank
@@ Property / cites work @@
+Robust Approximations for Pricing Asian Options and Volatility Swaps Under Stochastic Volatility
+Normal rank
@@ Property / cites work @@
+The pricing of basket-spread options
@@ Property / cites work: The pricing of basket-spread options / rank @@
+Normal rank
@@ Property / cites work @@
+Lower and upper bounds for prices of Asian-type options
+Normal rank
@@ Property / cites work @@
+Pricing of Volume-Weighted Average Options: Analytical Approximations and Numerical Results
+Normal rank
@@ Property / cites work @@
+On Moments of Pitman Estimators: The Case of Fractional Brownian Motion
+Normal rank
@@ Property / cites work @@
+Monte Carlo valuation of American options
@@ Property / cites work: Monte Carlo valuation of American options / rank @@
+Normal rank
@@ Property / cites work @@
+An easy computable upper bound for the price of an arithmetic Asian option
+Normal rank
@@ Property / cites work @@
+Q4220653
@@ Property / cites work: Q4220653 / rank @@
+Normal rank
@@ Property / cites work @@
+A MOMENT MATCHING APPROACH TO THE VALUATION OF A VOLUME WEIGHTED AVERAGE PRICE OPTION
+Normal rank
@@ Property / cites work @@
+Bounds for the price of discrete arithmetic Asian options
+Normal rank