Pages that link to "Item:Q4919615"

The following pages link to ANALYTIC APPROXIMATIONS FOR MULTI‐ASSET OPTION PRICING (Q4919615):

Displaying 18 items.

• Multi-asset American options and parallel quantization (Q370907) (← links)
• A Monte Carlo multi-asset option pricing approximation for general stochastic processes (Q508289) (← links)
• A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets (Q665717) (← links)
• Measuring exposure to dependence risk with random Bernstein copula scenarios (Q723986) (← links)
• Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options (Q1023678) (← links)
• A new concept of reliability system and applications in finance (Q2150787) (← links)
• Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← links)
• Approximate-analytical solution to the information measure's based quanto option pricing model (Q2171444) (← links)
• Construction of consistent discrete and continuous stochastic models for multiple assets with application to option valuation (Q2389843) (← links)
• Control variates and conditional Monte Carlo for basket and Asian options (Q2443219) (← links)
• Asymptotics beats Monte Carlo: the case of correlated local vol baskets (Q2922151) (← links)
• A moment-based analytic approximation of the risk-neutral density of American options (Q4585684) (← links)
• General closed-form basket option pricing bounds (Q5001150) (← links)
• Analytic valuation of GMDB options with utility based asset allocation (Q5042792) (← links)
• Closed-form Approximations in Multi-asset Market Making (Q5063386) (← links)
• The pricing of basket-spread options (Q5247278) (← links)
• ON MULTI-ASSET SPREAD OPTION PRICING IN A WICK–ITÔ–SKOROHOD INTEGRAL FRAMEWORK (Q5370794) (← links)
• A VALUATION FORMULA FOR MULTI-ASSET, MULTI-PERIOD BINARIES IN A BLACK–SCHOLES ECONOMY (Q5851001) (← links)