A Monte Carlo multi-asset option pricing approximation for general stochastic processes (Q508289): Difference between revisions

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-.1016/j.chaos.2016.02.019
@@ Property / DOI: 10.1016/j.chaos.2016.02.019 / rank @@
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+Closed Form Approximations for Spread Options
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+ANALYTIC APPROXIMATIONS FOR MULTI‐ASSET OPTION PRICING
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+The Pricing of Options and Corporate Liabilities
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+Multi-asset spread option pricing and hedging
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+Q3996154
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+Option pricing when underlying stock returns are discontinuous
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+Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order
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+Central limit theorem and deformed exponentials
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+.1016/J.CHAOS.2016.02.019
@@ Property / DOI: 10.1016/J.CHAOS.2016.02.019 / rank @@
+Normal rank