Pages that link to "Item:Q4442840"

The following pages link to Pricing and Hedging Spread Options (Q4442840):

Displaying 21 items.

• On the short-maturity behaviour of the implied volatility skew for random strike options and applications to option pricing approximation (Q5001108) (← links)
• General closed-form basket option pricing bounds (Q5001150) (← links)
• Analytic approximation formulae for European crack spread options (Q5001166) (← links)
• (Q5019097) (← links)
• Pricing renewable identification numbers under uncertainty (Q5079363) (← links)
• Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (Q5121499) (← links)
• PRICING OF EXOTIC ENERGY DERIVATIVES BASED ON ARITHMETIC SPOT MODELS (Q5193006) (← links)
• Multivariate Lévy processes with dependent jump intensity (Q5245898) (← links)
• Closed form spread option valuation (Q5247234) (← links)
• The pricing of basket-spread options (Q5247278) (← links)
• ON MULTI-ASSET SPREAD OPTION PRICING IN A WICK–ITÔ–SKOROHOD INTEGRAL FRAMEWORK (Q5370794) (← links)
• PRICING FLOW COMMODITY DERIVATIVES USING FIXED INCOME MARKET TECHNIQUES (Q5386317) (← links)
• Algorithms for Finding Copulas Minimizing Convex Functions of Sums (Q5506760) (← links)
• A new method for generating approximation algorithms for financial mathematics applications (Q5745631) (← links)
• The valuation of clean spread options: linking electricity, emissions and fuels (Q5745656) (← links)
• Lower bound approximation of nonlinear basket option with jump-diffusion (Q5855718) (← links)
• Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables (Q5887316) (← links)
• Tail behavior of sums and differences of log-normal random variables (Q5963508) (← links)
• On the sensitivity analysis of spread options using Malliavin calculus (Q6558208) (← links)
• Closed-form approximations for spread options in Lévy markets (Q6574591) (← links)
• Multivariate Hawkes-based models in limit order book: European and spread option pricing (Q6644185) (← links)