Pages that link to "Item:Q2967982"
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The following pages link to Pricing of Asian-Type and Basket Options via Bounds (Q2967982):
Displaying 7 items.
- Lower and upper bounds for prices of Asian-type options (Q492182) (← links)
- The pricing of basket options: a weak convergence approach (Q1728166) (← links)
- Pricing and hedging Asian basket options with quasi-Monte Carlo simulations (Q1945610) (← links)
- Static-arbitrage upper bounds for the prices of basket options (Q3375374) (← links)
- Accurate closed-form approximation for pricing Asian and basket options (Q3552634) (← links)
- Pricing bounds and approximations for discrete arithmetic Asian options under time-changed Lévy processes (Q4554509) (← links)
- Sharp Upper and Lower Bounds for Basket Options (Q5700151) (← links)