A moment-based analytic approximation of the risk-neutral density of American options (Q4585684): Difference between revisions

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+ANALYTIC APPROXIMATIONS FOR MULTI‐ASSET OPTION PRICING
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+Multivariate truncated moments
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+The Pricing of Options and Corporate Liabilities
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+The Valuation of American Options on Multiple Assets
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+Density approximations for multivariate affine jump-diffusion processes
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+Gram-Charlier densities.
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+Multi-asset spread option pricing and hedging
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+Valuing American Options by Simulation: A Simple Least-Squares Approach
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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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+Moment swaps
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+Q5511779
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+The implied volatility smirk
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