The following pages link to Bounds for Asian basket options (Q932705):
Displaying 18 items.
- Pricing and hedging Asian basket spread options (Q848538) (← links)
- Static super-replicating strategies for a class of exotic options (Q931201) (← links)
- Quantifying the error of convex order bounds for truncated first moments (Q939362) (← links)
- Optimal approximations for risk measures of sums of lognormals based on conditional expectations (Q950092) (← links)
- Moment matching approximation of Asian basket option prices (Q970389) (← links)
- A moment matching approach to log-normal portfolio optimization (Q1789581) (← links)
- A provisioning problem with stochastic payments (Q1926876) (← links)
- Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem (Q2231594) (← links)
- Comonotonic asset prices in arbitrage-free markets (Q2279857) (← links)
- Risk bounds for factor models (Q2364531) (← links)
- A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk (Q2698069) (← links)
- Bounds for sums of random variables when the marginal distributions and the variance of the sum are given (Q2868599) (← links)
- AN EXPLICIT OPTION-BASED STRATEGY THAT OUTPERFORMS DOLLAR COST AVERAGING (Q2882689) (← links)
- Accurate closed-form approximation for pricing Asian and basket options (Q3552634) (← links)
- Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (Q4591237) (← links)
- General closed-form basket option pricing bounds (Q5001150) (← links)
- Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions (Q5031759) (← links)
- American-type basket option pricing: a simple two-dimensional partial differential equation (Q5235458) (← links)
