Pages that link to "Item:Q1584514"

The following pages link to An easy computable upper bound for the price of an arithmetic Asian option (Q1584514):

Displaying 27 items.

• On an optimization problem related to static super-replicating strategies (Q475663) (← links)
• On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps (Q535466) (← links)
• Pricing and hedging of Asian options: Quasi-explicit solutions via Malliavin calculus (Q639362) (← links)
• Equity-linked pension schemes with guarantees (Q654835) (← links)
• Pricing rate of return guarantees in regular premium unit linked insurance (Q704417) (← links)
• Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior (Q730548) (← links)
• Exotic options under Lévy models: an overview (Q818210) (← links)
• Pricing and hedging Asian basket spread options (Q848538) (← links)
• Bounds for path-dependent options (Q902179) (← links)
• Static super-replicating strategies for a class of exotic options (Q931201) (← links)
• Bounds for Asian basket options (Q932705) (← links)
• Prices and sensitivities of Asian options: A survey (Q939350) (← links)
• Sharp distribution free lower bounds for spread options and the corresponding optimal subreplicating portfolios (Q1003813) (← links)
• The concept of comonotonicity in actuarial science and finance: theory. (Q1394963) (← links)
• Does positive dependence between individual risks increase stop-loss premiums? (Q1413265) (← links)
• Pricing of arithmetic basket options by conditioning. (Q1430672) (← links)
• The pricing of Asian options in uncertain volatility model (Q1719127) (← links)
• On Asian option pricing for NIG Lévy processes (Q1883479) (← links)
• Comonotonic asset prices in arbitrage-free markets (Q2279857) (← links)
• Optimal portfolio problem with unknown dependency structure (Q2507949) (← links)
• Bounds for the price of a European-style Asian option in a binary tree model (Q2569027) (← links)
• Bounds for the price of discrete arithmetic Asian options (Q2570028) (← links)
• Model-independent price bounds for catastrophic mortality bonds (Q2657008) (← links)
• Arithmetic Asian Options under Stochastic Delay Models (Q2889598) (← links)
• FIX: The Fear Index—Measuring Market Fear (Q2920952) (← links)
• Pricing of Asian-Type and Basket Options via Bounds (Q2967982) (← links)
• Some limiting properties of the bounds of the present value function of a life insurance portfolio (Q5441529) (← links)