Pages that link to "Item:Q670300"
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The following pages link to Pricing basket options by polynomial approximations (Q670300):
Displaying 9 items.
- Pricing and hedging basket options with exact moment matching (Q343968) (← links)
- Stochastic covariance and dimension reduction in the pricing of basket options (Q345719) (← links)
- A simple efficient approximation to price basket stock options with volatility smile (Q525204) (← links)
- Closed-form valuations of basket options using a multivariate normal inverse Gaussian model (Q1003824) (← links)
- Approximating payoffs and pricing formulas (Q1583152) (← links)
- The pricing of basket options: a weak convergence approach (Q1728166) (← links)
- On an approximation method for pricing a high-dimensional basket option on assets with mean-reverting prices (Q2384584) (← links)
- Adaptive integration and approximation over hyper-rectangular regions with applications to basket option pricing (Q3068183) (← links)
- Smoothing the payoff for efficient computation of Basket option prices (Q4554434) (← links)