Matches in SemOpenAlex for { <https://semopenalex.org/work/W2088021388> ?p ?o ?g. }
Showing items 1 to 59 of
59
with 100 items per page.
- W2088021388 endingPage "215" @default.
- W2088021388 startingPage "215" @default.
- W2088021388 abstract "An approximate method is developed for computing the values of European options on the maximum or the minimum of several assets. The method is very fast and is accurate for parameter ranges that are often of the most interest. The approach casts the problem in terms of order statistics and can be used to handle situations where the initial asset prices, the asset variances, and the covariances are all unequal. Numerical values are given to illustrate the accuracy of the method." @default.
- W2088021388 created "2016-06-24" @default.
- W2088021388 creator A5017783540 @default.
- W2088021388 creator A5059192402 @default.
- W2088021388 date "1990-06-01" @default.
- W2088021388 modified "2023-09-25" @default.
- W2088021388 title "An Algorithm for Computing Values of Options on the Maximum or Minimum of Several Assets" @default.
- W2088021388 cites W1552108148 @default.
- W2088021388 cites W1589576517 @default.
- W2088021388 cites W171644294 @default.
- W2088021388 cites W1970641102 @default.
- W2088021388 cites W1995613277 @default.
- W2088021388 cites W2090495092 @default.
- W2088021388 cites W2096561602 @default.
- W2088021388 cites W2126417431 @default.
- W2088021388 cites W2137925004 @default.
- W2088021388 cites W2158032938 @default.
- W2088021388 cites W2158750015 @default.
- W2088021388 cites W2797791043 @default.
- W2088021388 doi "https://doi.org/10.2307/2330825" @default.
- W2088021388 hasPublicationYear "1990" @default.
- W2088021388 type Work @default.
- W2088021388 sameAs 2088021388 @default.
- W2088021388 citedByCount "55" @default.
- W2088021388 countsByYear W20880213882012 @default.
- W2088021388 countsByYear W20880213882013 @default.
- W2088021388 countsByYear W20880213882014 @default.
- W2088021388 countsByYear W20880213882016 @default.
- W2088021388 countsByYear W20880213882017 @default.
- W2088021388 countsByYear W20880213882019 @default.
- W2088021388 countsByYear W20880213882022 @default.
- W2088021388 crossrefType "journal-article" @default.
- W2088021388 hasAuthorship W2088021388A5017783540 @default.
- W2088021388 hasAuthorship W2088021388A5059192402 @default.
- W2088021388 hasConcept C11413529 @default.
- W2088021388 hasConcept C41008148 @default.
- W2088021388 hasConceptScore W2088021388C11413529 @default.
- W2088021388 hasConceptScore W2088021388C41008148 @default.
- W2088021388 hasIssue "2" @default.
- W2088021388 hasLocation W20880213881 @default.
- W2088021388 hasOpenAccess W2088021388 @default.
- W2088021388 hasPrimaryLocation W20880213881 @default.
- W2088021388 hasRelatedWork W2051487156 @default.
- W2088021388 hasRelatedWork W2073681303 @default.
- W2088021388 hasRelatedWork W2317200988 @default.
- W2088021388 hasRelatedWork W2358668433 @default.
- W2088021388 hasRelatedWork W2376932109 @default.
- W2088021388 hasRelatedWork W2382290278 @default.
- W2088021388 hasRelatedWork W2386767533 @default.
- W2088021388 hasRelatedWork W2390279801 @default.
- W2088021388 hasRelatedWork W2748952813 @default.
- W2088021388 hasRelatedWork W2899084033 @default.
- W2088021388 hasVolume "25" @default.
- W2088021388 isParatext "false" @default.
- W2088021388 isRetracted "false" @default.
- W2088021388 magId "2088021388" @default.
- W2088021388 workType "article" @default.