Pages that link to "Item:Q848538"
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The following pages link to Pricing and hedging Asian basket spread options (Q848538):
Displaying 10 items.
- Pricing and risk management of interest rate swaps (Q257234) (← links)
- Bounds for Asian basket options (Q932705) (← links)
- Moment matching approximation of Asian basket option prices (Q970389) (← links)
- Pricing and hedging Asian basket options with quasi-Monte Carlo simulations (Q1945610) (← links)
- Density estimates and short-time asymptotics for a hypoelliptic diffusion process (Q2074984) (← links)
- Pricing of spread and exchange options in a rough jump-diffusion market (Q2088861) (← links)
- The hedging strategy of an Asian option (Q2712467) (← links)
- Quantile hedging for basket derivatives (Q3113660) (← links)
- General closed-form basket option pricing bounds (Q5001150) (← links)
- Closed-form approximations for spread options in Lévy markets (Q6574591) (← links)