Pages that link to "Item:Q2862816"
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The following pages link to European basket option pricing by maximizing over a subset of lower bounds (Q2862816):
Displaying 5 items.
- Static-arbitrage optimal subreplicating strategies for basket options (Q817290) (← links)
- The pricing of basket options: a weak convergence approach (Q1728166) (← links)
- Static-arbitrage upper bounds for the prices of basket options (Q3375374) (← links)
- Sharp Upper and Lower Bounds for Basket Options (Q5700151) (← links)
- Lower bound approximation of nonlinear basket option with jump-diffusion (Q5855718) (← links)