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A closed-form pricing formula for European options in an illiquid asset  market | Financial Innovation | Full Text
A closed-form pricing formula for European options in an illiquid asset market | Financial Innovation | Full Text

A General Closed Form Approximation Pricing Formula for Basket and  Multi-Asset Spread Options
A General Closed Form Approximation Pricing Formula for Basket and Multi-Asset Spread Options

A General Closed Form Approximation Pricing Formula for Basket and  Multi-Asset Spread Options
A General Closed Form Approximation Pricing Formula for Basket and Multi-Asset Spread Options

Closed-form valuations of basket options using a multivariate normal  inverse Gaussian model - ScienceDirect
Closed-form valuations of basket options using a multivariate normal inverse Gaussian model - ScienceDirect

PDF) A Closed Form Approach to the Valuation and Hedging of Basket and  Spread Option
PDF) A Closed Form Approach to the Valuation and Hedging of Basket and Spread Option

A Simple Closed-Form Formula for Pricing Basket Options | The Journal of  Derivatives
A Simple Closed-Form Formula for Pricing Basket Options | The Journal of Derivatives

Basket options and implied correlations: a closed form approach
Basket options and implied correlations: a closed form approach

A General Closed Form Approximation Pricing Formula for Basket and  Multi-Asset Spread Options
A General Closed Form Approximation Pricing Formula for Basket and Multi-Asset Spread Options

General closed-form basket option pricing bounds Ruggero Caldana Gianluca  Fusai Alessandro Gnoatto Martino Grasselli
General closed-form basket option pricing bounds Ruggero Caldana Gianluca Fusai Alessandro Gnoatto Martino Grasselli

A general closed form option pricing formula | SpringerLink
A general closed form option pricing formula | SpringerLink

Do basket options have a closed form valuation formula? - Quantitative  Finance Stack Exchange
Do basket options have a closed form valuation formula? - Quantitative Finance Stack Exchange

A Simple Closed-Form Formula for Pricing Basket Options | The Journal of  Derivatives
A Simple Closed-Form Formula for Pricing Basket Options | The Journal of Derivatives

A general closed form option pricing formula | SpringerLink
A general closed form option pricing formula | SpringerLink

A closed-form pricing formula for European options under the Heston model  with stochastic interest rate - ScienceDirect
A closed-form pricing formula for European options under the Heston model with stochastic interest rate - ScienceDirect

PDF) Closed Forms for European Options in a Local Volatility Model
PDF) Closed Forms for European Options in a Local Volatility Model

A general closed form option pricing formula | SpringerLink
A general closed form option pricing formula | SpringerLink

PDF) A General Closed Form Approximation Pricing Formula for Basket and  Multi-Asset Spread Options
PDF) A General Closed Form Approximation Pricing Formula for Basket and Multi-Asset Spread Options

Solution to Black-Scholes P.D.E. via Finite Difference Methods (MatLa…
Solution to Black-Scholes P.D.E. via Finite Difference Methods (MatLa…

A Simple Closed-Form Formula for Pricing Basket Options | The Journal of  Derivatives
A Simple Closed-Form Formula for Pricing Basket Options | The Journal of Derivatives

Pricing a European Basket Option in the Presence of Proportional  Transaction Costs
Pricing a European Basket Option in the Presence of Proportional Transaction Costs

A general closed form option pricing formula | SpringerLink
A general closed form option pricing formula | SpringerLink

A Simple Closed-Form Formula for Pricing Basket Options | The Journal of  Derivatives
A Simple Closed-Form Formula for Pricing Basket Options | The Journal of Derivatives

PDF] A Closed-Form Solution for Options with Stochastic Volatility with  Applications to Bond and Currency Options | Semantic Scholar
PDF] A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options | Semantic Scholar