Pages that link to "Item:Q4919615"
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The following pages link to ANALYTIC APPROXIMATIONS FOR MULTI‐ASSET OPTION PRICING (Q4919615):
Displayed 9 items.
- A Monte Carlo multi-asset option pricing approximation for general stochastic processes (Q508289) (← links)
- Measuring exposure to dependence risk with random Bernstein copula scenarios (Q723986) (← links)
- A new concept of reliability system and applications in finance (Q2150787) (← links)
- Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← 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)
- A moment-based analytic approximation of the risk-neutral density of American options (Q4585684) (← links)
- General closed-form basket option pricing bounds (Q5001150) (← links)
- The pricing of basket-spread options (Q5247278) (← links)