Pages that link to "Item:Q343968"
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The following pages link to Pricing and hedging basket options with exact moment matching (Q343968):
Displaying 5 items.
- Is the information obtained from European options on equally weighted baskets enough to determine the prices of exotic derivatives such as worst-of options? (Q315045) (← links)
- Static-arbitrage optimal subreplicating strategies for basket options (Q817290) (← links)
- A hybrid Monte Carlo acceleration method of pricing basket options based on splitting (Q1639548) (← links)
- An alternative form used to calibrate the Heston option pricing model (Q2007219) (← links)
- Smoothing the payoff for efficient computation of Basket option prices (Q4554434) (← links)