Pages that link to "Item:Q2047036"
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The following pages link to A model-free approach to multivariate option pricing (Q2047036):
Displaying 8 items.
- A note on the pricing of multivariate contingent claims under a transformed-gamma distribution (Q315039) (← links)
- An arbitrage-free approach to quasi-option value (Q1268491) (← links)
- Empirical assessment of an intertemporal option pricing model with latent variables. (Q1398969) (← links)
- Pricing multivariate European equity option using Gaussians mixture distributions and EVT-based copulas (Q2068279) (← links)
- Arbitrage-free market models for option prices: the multi-strike case (Q2271718) (← links)
- Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options (Q3014980) (← links)
- Multivariate option price models and extremes (Q4337161) (← links)
- Multi-level bottleneck assignment problems: complexity and sparsity-exploiting formulations (Q6164589) (← links)