Static Replication of European Multi-Asset Options with Homogeneous Payoff (Q5103915): Difference between revisions

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+Static replication of European standard dispersion options
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+MULTI-ASSET STOCHASTIC LOCAL VARIANCE CONTRACTS
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+A new representation of the risk-neutral distribution and its applications
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+The Mathematics of Computerized Tomography
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+https://doi.org/10.1080/1350486x.2022.2085122
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