Heterogeneous Basket Options Pricing Using Analytical Approximations
Year of publication: |
2006
|
---|---|
Authors: | Dionne, Georges ; Gauthier, Geneviève ; Ouertani, Nadia ; Tahani, Nabil |
Institutions: | Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) |
Subject: | Basket Options | Options Pricing | Analytical Approximations | Monte Carlo Simulation |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; G10 - General Financial Markets. General ; G13 - Contingent Pricing; Futures Pricing |
Source: |
-
Heterogeneous Basket Options Pricing Using Analytical Approximations
Dionne, Georges, (2011)
-
Basket Options on Heterogeneous Underlying Assets
Dionne, Georges, (2009)
-
Control variates and conditional Monte Carlo for basket and Asian options
Dingeç, Kemal Dinçer, (2013)
- More ...
-
Basket Options on Heterogeneous Underlying Assets
Dionne, Georges, (2009)
-
Heterogeneous basket options pricing using analytical approximations
Dionne, Georges, (2011)
-
Heterogeneous Basket Options Pricing Using Analytical Approximations
Dionne, Georges, (2016)
- More ...