Pages that link to "Item:Q1728166"
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The following pages link to The pricing of basket options: a weak convergence approach (Q1728166):
Displaying 7 items.
- An approximation formula for basket option prices under local stochastic volatility with jumps: an application to commodity markets (Q495066) (← links)
- Pricing of arithmetic basket options by conditioning. (Q1430672) (← links)
- Markov chain approximation and measure change for time-inhomogeneous stochastic processes (Q2662572) (← links)
- Weak convergence for approximation of American option prices (Q2787488) (← links)
- (Q2984190) (← links)
- Static-arbitrage upper bounds for the prices of basket options (Q3375374) (← links)
- Smoothing the payoff for efficient computation of Basket option prices (Q4554434) (← links)