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1 research outputs found
Sum of All Black-Scholes-Merton Models: An Efficient Pricing Method for Spread, Basket, and Asian Options
Author
Ale? ? Cern`cern`y
Andrew Carverhill
+47 more
Angelien Kemna
Ccw Leentvaar
Chi-Fai Lo
David Gentle
Edmond Levy
Edmond Levy
Eric Benhamou
Ewan Kirk
Gianluca Fusai
Gianluca Fusai
Gregory A Willard
Griselda Deelstra
Griselda Deelstra
H�lyette Geman
Jaehyuk Choi
Jinke Zhou
Jochen Beisser
John Hull
Kanoo Ravindran
Marc Yor
Mark Broadie
Mark Broadie
Martin Krekel
Michael Alan Dempster
Michael Curran
Minqiang Li
Moshe Milevsky
Moshe Milevsky
Neil D Pearson
Nengjiu Ju
Ning Cai
Ning Cai
Patrick S Hagan
Petter Bjerksund
Ren� Carmona
Ren� Carmona
Rogers
Ruggero Caldana
Ruggero Caldana
Steven E Posner
Steven L Heston
Stuart M Turnbull
Svetlana Borovkova
Thomas R Hurd
Vadim Linetsky
William Margrabe
Zhang
Publication venue
'Elsevier BV'
Publication date
01/01/2017
Field of study
No full text
Crossref
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