Pages that link to "Item:Q2889600"
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The following pages link to Closed Form Approximations for Spread Options (Q2889600):
Displaying 10 items.
- Additive subordination and its applications in finance (Q309162) (← links)
- A Monte Carlo multi-asset option pricing approximation for general stochastic processes (Q508289) (← links)
- Pricing basket options by polynomial approximations (Q670300) (← links)
- Sharp distribution free lower bounds for spread options and the corresponding optimal subreplicating portfolios (Q1003813) (← links)
- A simple derivation of Kirk's approximation for spread options (Q2339057) (← links)
- An Exact Formula for Pricing American Exchange Options with Regime Switching (Q4562482) (← links)
- Analytic approximation formulae for European crack spread options (Q5001166) (← links)
- The pricing of basket-spread options (Q5247278) (← links)
- Co-movements, option pricing and risk management: an application to WTI versus Brent spread options (Q6549622) (← links)
- Closed-form approximations for spread options in Lévy markets (Q6574591) (← links)