Note on multidimensional Breeden-Litzenberger representation for state price densities (Q2452152): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1305.5963 / rank | |||
Normal rank | |||
Revision as of 06:23, 19 April 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
