Pages that link to "Item:Q4647590"

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

Displaying 18 items.

• Pricing and hedging basket options with exact moment matching (Q343968) (← links)
• An approximation formula for basket option prices under local stochastic volatility with jumps: an application to commodity markets (Q495066) (← links)
• A simple efficient approximation to price basket stock options with volatility smile (Q525204) (← links)
• 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)
• A general control variate method for multi-dimensional SDEs: an application to multi-asset options under local stochastic volatility with jumps models in finance (Q1698923) (← links)
• An accurate European option pricing model under fractional stable process based on Feynman path integral (Q2150099) (← links)
• The multivariate mixture dynamics model: shifted dynamics and correlation skew (Q2241131) (← links)
• Control variates and conditional Monte Carlo for basket and Asian options (Q2443219) (← links)
• A framework for robust measurement of implied correlation (Q2517482) (← links)
• Bounds for the price of discrete arithmetic Asian options (Q2570028) (← links)
• The real risk in pension forecasting (Q4585946) (← links)
• Approximated moment-matching dynamics for basket-options pricing (Q4647590) (← links)
• Basket Option Pricing and Implied Correlation in a One-Factor Lévy Model (Q4689916) (← links)
• Static replication of European standard dispersion options (Q5079371) (← links)
• Aggregating Risks with Partial Dependence Information (Q5379244) (← links)
• BOUNDS ON MULTI-ASSET DERIVATIVES VIA NEURAL NETWORKS (Q5854317) (← links)