ANALYTIC APPROXIMATIONS FOR MULTI‐ASSET OPTION PRICING (Q4919615)
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scientific article; zbMATH DE number 6163071
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ANALYTIC APPROXIMATIONS FOR MULTI‐ASSET OPTION PRICING |
scientific article; zbMATH DE number 6163071 |
Statements
ANALYTIC APPROXIMATIONS FOR MULTI‐ASSET OPTION PRICING (English)
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14 May 2013
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basket options
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rainbow options
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best-of and worst-of options
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compound exchange options
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analytic approximation
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