Pages that link to "Item:Q4551197"
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The following pages link to valuation of options on joint minima and maxima (Q4551197):
Displaying 5 items.
- Options on the minimum or the maximum of two average prices (Q375485) (← links)
- Some sequential boundary crossing results for geometric Brownian motion and their applications in financial engineering (Q420141) (← links)
- A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets (Q665717) (← links)
- Valuation formulae for window barrier options (Q4551196) (← links)
- Analytic valuation of GMDB options with utility based asset allocation (Q5042792) (← links)