Analytic approximations for multi-asset option pricing (Q4919615)
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scientific article; zbMATH DE number 6163071
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Analytic approximations for multi-asset option pricing |
scientific article; zbMATH DE number 6163071 |
Statements
ANALYTIC APPROXIMATIONS FOR MULTI‐ASSET OPTION PRICING (English)
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14 May 2013
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basket options
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rainbow options
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best-of and worst-of options
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compound exchange options
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analytic approximation
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0.7791932225227356
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0.7755078673362732
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0.7666211128234863
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0.7588973045349121
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0.7583908438682556
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