Pages that link to "Item:Q4560341"
From MaRDI portal
The following pages link to On the Probability Density Function of Baskets (Q4560341):
Displayed 5 items.
- A new concept of reliability system and applications in finance (Q2150787) (← links)
- Small-Time Asymptotics for Basket Options---the Bivariate SABR Model and the Hyperbolic Heat Kernel on $\mathbb{H}^3$ (Q3188151) (← links)
- Smoothing the payoff for efficient computation of Basket option prices (Q4554434) (← links)
- Local Volatility, Conditioned Diffusions, and Varadhan's Formula (Q4579844) (← links)
- Reconstructing volatility: Pricing of index options under rough volatility (Q6054443) (← links)