Pages that link to "Item:Q5247234"
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The following pages link to Closed form spread option valuation (Q5247234):
Displaying 17 items.
- Additive subordination and its applications in finance (Q309162) (← links)
- On the methods of pricing American options: case study (Q1703539) (← links)
- Pricing spread options with stochastic interest rates (Q1719038) (← links)
- Optimal strategies with option compensation under mean reverting returns or volatilities (Q1722748) (← links)
- Pricing of spread and exchange options in a rough jump-diffusion market (Q2088861) (← links)
- Merchant Commodity Storage Practice Revisited (Q2795873) (← links)
- Asymptotics Beats Monte Carlo: The Case of Correlated Local Vol Baskets (Q2922151) (← links)
- Spread and basket option pricing in a Markov‐modulated Lévy framework with synchronous jumps (Q4627095) (← links)
- On the short-maturity behaviour of the implied volatility skew for random strike options and applications to option pricing approximation (Q5001108) (← links)
- General closed-form basket option pricing bounds (Q5001150) (← links)
- On Pricing American Put Option on a Fixed Term: A Monte Carlo Approach (Q5066681) (← links)
- Pricing renewable identification numbers under uncertainty (Q5079363) (← links)
- Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (Q5121499) (← links)
- Pricing vulnerable basket spread options with liquidity risk (Q6154208) (← links)
- An efficient unified approach for spread option pricing in a copula market model (Q6549601) (← links)
- Co-movements, option pricing and risk management: an application to WTI versus Brent spread options (Q6549622) (← links)
- Closed-form approximations for spread options in Lévy markets (Q6574591) (← links)
