scientific article; zbMATH DE number 6311981
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Publication:5167704
zbMATH Open1299.91142MaRDI QIDQ5167704
Publication date: 30 June 2014
Title of this publication is not available (Why is that?)
Applications of statistics to actuarial sciences and financial mathematics (62P05) Diffusion processes (60J60) Derivative securities (option pricing, hedging, etc.) (91G20)
Related Items (4)
Title not available (Why is that?) ⋮ The pricing of basket options: a weak convergence approach ⋮ An approximation formula for basket option prices under local stochastic volatility with jumps: an application to commodity markets ⋮ LOWER BOUND APPROXIMATION TO BASKET OPTION VALUES FOR LOCAL VOLATILITY JUMP-DIFFUSION MODELS
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