Valuation and applications of compound basket options-Reference-Cited by-同舟云学术

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Valuation and applications of compound basket options

Published:2019-01-16 Issue:6 Volume:39 Page:704-720
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J Futures Markets

Author:

Bae Kwangil¹^ORCID

Affiliation:

1. Department of Business Administration, Chonnam National UniversityGwangju South Korea

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.21996

Reference43 articles.

1. On modelling and pricing weather derivatives

2. High-performance American option pricing

3. Théorie de la spéculation

4. The Pricing of Options and Corporate Liabilities

5. A Closed Form Approach to the Valuation and Hedging of Basket and Spread Option

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Pricing and Risk Management of Multi-Assets Financial Instruments to Natural Disasters;Emerging Markets Finance and Trade;2023-04-26

2. Closed‐form lower bounds for the price of arithmetic average Asian options by multiple conditioning;Journal of Futures Markets;2021-09-17

3. Arbitrage Bounds on Currency Basket Options;Mathematical and Computational Applications;2020-09-17

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