Note on multidimensional Breeden-Litzenberger representation for state price densities (Q2452152): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| (4 intermediate revisions by 4 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2055118193 / rank | |||
Normal rank | |||
| Property / arXiv ID | |||
| Property / arXiv ID: 1305.5963 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Spanning, valuation and options / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: MULTI-ASSET STOCHASTIC LOCAL VARIANCE CONTRACTS / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Semiparametric modeling of implied volatility. / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Mathematical methods for financial markets. / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 14:10, 8 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Note on multidimensional Breeden-Litzenberger representation for state price densities |
scientific article |
Statements
Note on multidimensional Breeden-Litzenberger representation for state price densities (English)
0 references
30 May 2014
0 references
option valuation
0 references
options of multidimensional assets
0 references
state price densities
0 references
rainbow options
0 references
basket options
0 references
Breeden-Litzenberger representation
0 references
