Pages that link to "Item:Q2384584"
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The following pages link to On an approximation method for pricing a high-dimensional basket option on assets with mean-reverting prices (Q2384584):
Displaying 5 items.
- An approximation formula for basket option prices under local stochastic volatility with jumps: an application to commodity markets (Q495066) (← links)
- A simple efficient approximation to price basket stock options with volatility smile (Q525204) (← 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)
- The pricing of basket options: a weak convergence approach (Q1728166) (← links)
- Adaptive integration and approximation over hyper-rectangular regions with applications to basket option pricing (Q3068183) (← links)
