4

General closed-form basket option pricing bounds

Year:
2016
Language:
english
File:
PDF, 542 KB
english, 2016
5

A general closed-form spread option pricing formula

Year:
2013
Language:
english
File:
PDF, 1.07 MB
english, 2013
14

Approximate pricing of swaptions in affine and quadratic models

Year:
2017
Language:
english
File:
PDF, 1.09 MB
english, 2017
25

General Closed-Form Basket Option Pricing Bounds

Year:
2014
Language:
english
File:
PDF, 1.99 MB
english, 2014