Similar Items: A comparison of three analytical approximations for basket option valuation
- Bounds on baskets option prices
- Pricing options in a fuzzy environment
- Geometric Asian option: Geometric Ornstein-Uhlenbeck process
- Efficient numerical methods for the valuation of American barrier options
- Valuation of American Lookback-Options and the Distribution of Kronecker Sequences
- The Bates model : Fourier Transform for option pricing under jump-diffusions in the South African market