Pages that link to "Item:Q3502206"
From MaRDI portal
The following pages link to General Lower Bounds for Arithmetic Asian Option Prices (Q3502206):
Displayed 20 items.
- Model-independent bounds for option prices -- a mass transport approach (Q354188) (← links)
- On an optimization problem related to static super-replicating strategies (Q475663) (← links)
- Lower and upper bounds for prices of Asian-type options (Q492182) (← links)
- Sharp distribution free lower bounds for spread options and the corresponding optimal subreplicating portfolios (Q1003813) (← links)
- Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads (Q1926944) (← links)
- Risk aggregation with dependence uncertainty (Q2015478) (← links)
- Comonotonic asset prices in arbitrage-free markets (Q2279857) (← links)
- Model-independent price bounds for catastrophic mortality bonds (Q2657008) (← links)
- Arithmetic Asian Options under Stochastic Delay Models (Q2889598) (← links)
- An Efficient Transform Method for Asian Option Pricing (Q2953943) (← links)
- Pricing of Asian-Type and Basket Options via Bounds (Q2967982) (← links)
- Pricing bounds and approximations for discrete arithmetic Asian options under time-changed Lévy processes (Q4554509) (← links)
- MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL VOLATILITY MODELS (Q4584697) (← links)
- Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (Q4591237) (← links)
- Pricing Arithmetic Asian Options Under Lévy Models by Backward Induction in the Dual Space (Q4635240) (← links)
- CONSISTENT UPPER PRICE BOUNDS FOR EXOTIC OPTIONS (Q4994444) (← links)
- PRICING ASIAN OPTIONS WITH CORRELATORS (Q5061498) (← links)
- Impact of Flexible Periodic Premiums on Variable Annuity Guarantees (Q5379207) (← links)
- LOWER BOUND APPROXIMATION TO BASKET OPTION VALUES FOR LOCAL VOLATILITY JUMP-DIFFUSION MODELS (Q5411991) (← links)
- USING MODEL-INDEPENDENT LOWER BOUNDS TO IMPROVE PRICING OF ASIAN STYLE OPTIONS IN LÉVY MARKETS (Q5419642) (← links)