Pages that link to "Item:Q525204"
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The following pages link to A simple efficient approximation to price basket stock options with volatility smile (Q525204):
Displaying 5 items.
- An approximation formula for basket option prices under local stochastic volatility with jumps: an application to commodity markets (Q495066) (← links)
- Efficient basket Monte Carlo option pricing via a simple analytical approximation (Q1936188) (← links)
- Riding on the smiles (Q2866376) (← links)
- Asymptotics beats Monte Carlo: the case of correlated local vol baskets (Q2922151) (← links)
- Smoothing the payoff for efficient computation of Basket option prices (Q4554434) (← links)