Pricing Multi asset Equity Options
by Komang Dharmawan
Submission date: 12-Dec-2018 06:26AM (UTC+0700) Submission ID: 1055378934
File name: 1_Pricing_Multi-asset_Equity_Options_Dharmawan.pdf (488.41K) Word count: 3299
Character count: 16823
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Pricing Multi asset Equity Options
ORIGINALITY REPORT
PRIMARY SOURCES
Linders, Daniël, and Ben Stassen. "The
multivariate Variance Gamma model: basket option pricing and calibration", Quantitative Finance, 2015.
Publicat ion
ceser.in
Int ernet Source
Submitted to University of St. Gallen
St udent Paper
www.inderscience.com
Int ernet Source
Duehee Lee, Hunyoung Shin, Ross Baldick.
"Bivariate Probabilistic Wind Power and Real- Time Price Forecasting and Their Applications to Wind Power Bidding Strategy Development", IEEE Transactions on Power Systems, 2018
Publicat ion
docplayer.net
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Eckhard Platen, Nicola Bruti-Liberati.
"Numerical Solution of Stochastic Differential Equations with Jumps in Finance", Springer Nature America, Inc, 2010
Publicat ion
d-nb.info
Int ernet Source
Dennis Shen, Yao Lu, Sujit Dey. "Motion data alignment for real-time guidance in avatar based physical therapy training system", 2015 17th International Conference on E-health Networking, Application & Services
(HealthCom), 2015
Publicat ion
Komang Dharmawan. "Pricing European
options on agriculture commodity prices using mean-reversion model with jump diffusion", AIP Publishing, 2017
Publicat ion
machinelearning.org
Int ernet Source
www.ie.boun.edu.tr
Int ernet Source
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