Pages that link to "Item:Q4919615"
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The following pages link to ANALYTIC APPROXIMATIONS FOR MULTI‐ASSET OPTION PRICING (Q4919615):
Displayed 4 items.
- A Monte Carlo multi-asset option pricing approximation for general stochastic processes (Q508289) (← links)
- Control variates and conditional Monte Carlo for basket and Asian options (Q2443219) (← links)
- Asymptotics Beats Monte Carlo: The Case of Correlated Local Vol Baskets (Q2922151) (← links)
- The pricing of basket-spread options (Q5247278) (← links)