Pages that link to "Item:Q3557572"
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The following pages link to Multi-asset spread option pricing and hedging (Q3557572):
Displaying 16 items.
- Pricing and hedging basket options with exact moment matching (Q343968) (← links)
- Multi-asset American options and parallel quantization (Q370907) (← links)
- A Monte Carlo multi-asset option pricing approximation for general stochastic processes (Q508289) (← links)
- Pricing basket options by polynomial approximations (Q670300) (← links)
- Option pricing and portfolio hedging under the mixed hedging strategy (Q1618329) (← links)
- Commodity spread option with cointegration (Q1627674) (← links)
- Asymptotics beats Monte Carlo: the case of correlated local vol baskets (Q2922151) (← links)
- Pricing and Hedging Spread Options (Q4442840) (← links)
- A moment-based analytic approximation of the risk-neutral density of American options (Q4585684) (← links)
- The Impact of Cointegration on Commodity Spread Options (Q4689923) (← links)
- Pricing exchange options with correlated jump diffusion processes (Q4957241) (← links)
- General closed-form basket option pricing bounds (Q5001150) (← links)
- The pricing of basket-spread options (Q5247278) (← links)
- (Q5257512) (← links)
- ON MULTI-ASSET SPREAD OPTION PRICING IN A WICK–ITÔ–SKOROHOD INTEGRAL FRAMEWORK (Q5370794) (← links)
- Pricing vulnerable basket spread options with liquidity risk (Q6154208) (← links)