Multivariate Extension of Put-Call Symmetry (Q3563698): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (3 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Q321168 / rank | |||
| Property / author | |||
| Property / author: Ilya S. Molchanov / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1997857684 / rank | |||
Normal rank | |||
Latest revision as of 21:51, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Extension of Put-Call Symmetry |
scientific article |
Statements
Multivariate Extension of Put-Call Symmetry (English)
0 references
1 June 2010
0 references
barrier option
0 references
dual market
0 references
Lévy process
0 references
multiasset option
0 references
put-call symmetry
0 references
self-dual distribution
0 references
semistatic hedging
0 references
