Pages that link to "Item:Q704415"
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The following pages link to Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables (Q704415):
Displaying 5 items.
- Approximate basket options valuation for a jump-diffusion model (Q659118) (← links)
- Basket options valuation for a local volatility jump-diffusion model with the asymptotic expansion method (Q661267) (← links)
- Pricing and hedging Asian basket spread options (Q848538) (← links)
- Bounds for sums of random variables when the marginal distributions and the variance of the sum are given (Q2868599) (← links)
- AN EXPLICIT OPTION-BASED STRATEGY THAT OUTPERFORMS DOLLAR COST AVERAGING (Q2882689) (← links)
