Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options (Q3014980): Difference between revisions
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Revision as of 19:39, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options |
scientific article |
Statements
Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options (English)
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8 July 2011
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copula
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Fréchet-Hoeffding bound
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concordance order
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basket option
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