Pages that link to "Item:Q3444866"
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The following pages link to A MOMENT MATCHING APPROACH TO THE VALUATION OF A VOLUME WEIGHTED AVERAGE PRICE OPTION (Q3444866):
Displayed 6 items.
- Lower and upper bounds for prices of Asian-type options (Q492182) (← links)
- EFFECTIVE AND SIMPLE VWAP OPTIONS PRICING MODEL (Q2929372) (← links)
- Pricing of Asian-Type and Basket Options via Bounds (Q2967982) (← links)
- An analytical approximation for pricing VWAP options (Q4555128) (← links)
- Pricing of Volume-Weighted Average Options: Analytical Approximations and Numerical Results (Q4561946) (← links)
- BOUNDS ON PRICES FOR ASIAN OPTIONS VIA FOURIER METHODS (Q5369446) (← links)
