Pages that link to "Item:Q5419642"
From MaRDI portal
The following pages link to USING MODEL-INDEPENDENT LOWER BOUNDS TO IMPROVE PRICING OF ASIAN STYLE OPTIONS IN LÉVY MARKETS (Q5419642):
Displaying 9 items.
- Lower and upper bounds for prices of Asian-type options (Q492182) (← links)
- An approximation method for risk aggregations and capital allocation rules based on additive risk factor models (Q1742712) (← links)
- Pricing of early-exercise Asian options under Lévy processes based on Fourier cosine expansions (Q2437361) (← links)
- Bounds for the price of discrete arithmetic Asian options (Q2570028) (← links)
- Convex bound approximations for sums of random variables under multivariate log-generalized hyperbolic distribution and asymptotic equivalences (Q2656111) (← links)
- Pricing bounds and approximations for discrete arithmetic Asian options under time-changed Lévy processes (Q4554509) (← links)
- Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (Q4591237) (← links)
- Impact of Flexible Periodic Premiums on Variable Annuity Guarantees (Q5379207) (← links)
- Closed-form approximations for spread options in Lévy markets (Q6574591) (← links)
