Pages that link to "Item:Q970389"
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The following pages link to Moment matching approximation of Asian basket option prices (Q970389):
Displaying 6 items.
- Pricing and hedging basket options with exact moment matching (Q343968) (← links)
- Pricing Asian options via compound gamma and orthogonal polynomials (Q1659626) (← links)
- A moment matching approach to log-normal portfolio optimization (Q1789581) (← links)
- Intrinsic expansions for averaged diffusion processes (Q2360242) (← links)
- Control variates and conditional Monte Carlo for basket and Asian options (Q2443219) (← links)
- FAST COMPUTATION OF RISK MEASURES FOR VARIABLE ANNUITIES WITH ADDITIONAL EARNINGS BY CONDITIONAL MOMENT MATCHING (Q5745192) (← links)
