Pages that link to "Item:Q5001150"
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The following pages link to General closed-form basket option pricing bounds (Q5001150):
Displayed 16 items.
- A simple efficient approximation to price basket stock options with volatility smile (Q525204) (← links)
- A hybrid Monte Carlo acceleration method of pricing basket options based on splitting (Q1639548) (← links)
- A general control variate method for multi-dimensional SDEs: an application to multi-asset options under local stochastic volatility with jumps models in finance (Q1698923) (← links)
- Testing for normality in any dimension based on a partial differential equation involving the moment generating function (Q2023453) (← links)
- On the application of Wishart process to the pricing of equity derivatives: the multi-asset case (Q2051154) (← links)
- A general control variate method for Lévy models in finance (Q2178156) (← links)
- A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions (Q2656684) (← links)
- Spread and basket option pricing in a Markov‐modulated Lévy framework with synchronous jumps (Q4627095) (← links)
- Pricing exchange options with correlated jump diffusion processes (Q4957241) (← links)
- Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions (Q5031759) (← links)
- Least-square-based control variate method for pricing options under general factor models (Q5031850) (← links)
- DISCRETIZATION PROCESSING OF FINANCIAL RISK MANAGEMENT USING STOCHASTIC DIFFERENTIAL EQUATION SIMULATION METHOD (Q5070768) (← links)
- American-type basket option pricing: a simple two-dimensional partial differential equation (Q5235458) (← links)
- BOUNDS ON MULTI-ASSET DERIVATIVES VIA NEURAL NETWORKS (Q5854317) (← links)
- AN APPROXIMATION METHOD FOR PRICING CONTINUOUS BARRIER OPTIONS UNDER MULTI-ASSET LOCAL STOCHASTIC VOLATILITY MODELS (Q5854319) (← links)
- CBI-time-changed Lévy processes (Q6116556) (← links)