General closed-form basket option pricing bounds (Q5001150)
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scientific article; zbMATH DE number 7372417
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General closed-form basket option pricing bounds |
scientific article; zbMATH DE number 7372417 |
Statements
General closed-form basket option pricing bounds (English)
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16 July 2021
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basket option
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option pricing
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Fourier inversion
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control variate
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