Pages that link to "Item:Q3643087"
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The following pages link to Pricing of spread options on stochastically correlated underlyings (Q3643087):
Displaying 10 items.
- Bond pricing under mixed generalized CIR model with mixed Wishart volatility process (Q515757) (← links)
- Option pricing and perfect hedging on correlated stocks (Q1414496) (← links)
- Commodity spread option with cointegration (Q1627674) (← links)
- Estimating and forecasting dynamic correlation matrices: a nonlinear common factor approach (Q2022540) (← links)
- OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS (Q3022045) (← links)
- Pricing and Hedging Spread Options (Q4442840) (← links)
- WORST-OF OPTIONS AND CORRELATION SKEW UNDER A STOCHASTIC CORRELATION FRAMEWORK (Q4902547) (← links)
- (Q5038729) (← links)
- ON MULTI-ASSET SPREAD OPTION PRICING IN A WICK–ITÔ–SKOROHOD INTEGRAL FRAMEWORK (Q5370794) (← links)
- Pricing of mountain range derivatives under a principal component stochastic volatility model (Q5414524) (← links)