Pages that link to "Item:Q3552634"
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The following pages link to Accurate closed-form approximation for pricing Asian and basket options (Q3552634):
Displaying 7 items.
- \(t\)-Copula generation for control variates (Q622215) (← links)
- Pricing and hedging Asian basket spread options (Q848538) (← links)
- Moment matching approximation of Asian basket option prices (Q970389) (← links)
- Rényi entropy and complexity measure for skew-Gaussian distributions and related families (Q1618525) (← links)
- Control variates and conditional Monte Carlo for basket and Asian options (Q2443219) (← links)
- General closed-form basket option pricing bounds (Q5001150) (← links)
- Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions (Q5031759) (← links)
