Pages that link to "Item:Q4647590"

The following pages link to Approximated moment-matching dynamics for basket-options pricing (Q4647590):

Displayed 4 items.

• Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables (Q704415) ‎ (← links)
• Static-arbitrage optimal subreplicating strategies for basket options (Q817290) ‎ (← links)
• Pricing of arithmetic basket options by conditioning. (Q1430672) ‎ (← links)
• Bounds for the price of discrete arithmetic Asian options (Q2570028) ‎ (← links)