Pricing and hedging basket options to prespecified levels of acceptability
Year of publication: |
2010
|
---|---|
Authors: | Madan, Dilip |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 10.2010, 6, p. 607-615
|
Publisher: |
Taylor & Francis Journals |
Subject: | Equity options | Levy process | Mathematical finance | Stochastic volatility | Stochastic processes |
-
Sato processes and the valuation of structured products
Eberlein, Ernst, (2009)
-
Financial modelling with jump processes
Cont, Rama, (2004)
-
Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models
Goudenege, Ludovic, (2019)
- More ...
-
Bakshi, Gurdip, (2006)
-
Short Positions, Rally Fears and Option Markets
Eberlein, Ernst, (2010)
-
Asset pricing theory for two price economies
Madan, Dilip, (2015)
- More ...