Lower bound approximation of nonlinear basket option with jump-diffusion (Q5855718): Difference between revisions

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+Pricing and Hedging Spread Options
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+The value of an Asian option
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+Q4704020
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+Approximate basket options valuation for a jump-diffusion model
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+Basket options valuation for a local volatility jump-diffusion model with the asymptotic expansion method
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+LOWER BOUND APPROXIMATION TO BASKET OPTION VALUES FOR LOCAL VOLATILITY JUMP-DIFFUSION MODELS
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