Pages that link to "Item:Q495066"
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The following pages link to An approximation formula for basket option prices under local stochastic volatility with jumps: an application to commodity markets (Q495066):
Displaying 9 items.
- A simple efficient approximation to price basket stock options with volatility smile (Q525204) (← links)
- Approximate basket options valuation for a jump-diffusion model (Q659118) (← links)
- Basket options valuation for a local volatility jump-diffusion model with the asymptotic expansion method (Q661267) (← 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)
- Asymptotic Expansion Approach in Finance (Q4560338) (← links)
- Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models (Q5219719) (← links)
- LOWER BOUND APPROXIMATION TO BASKET OPTION VALUES FOR LOCAL VOLATILITY JUMP-DIFFUSION MODELS (Q5411991) (← links)
- AN APPROXIMATION METHOD FOR PRICING CONTINUOUS BARRIER OPTIONS UNDER MULTI-ASSET LOCAL STOCHASTIC VOLATILITY MODELS (Q5854319) (← links)
- Lower bound approximation of nonlinear basket option with jump-diffusion (Q5855718) (← links)
