Static Replication of European Multi-Asset Options with Homogeneous Payoff (Q5103915): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/1350486x.2022.2085122 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4283311896 / rank | |||
Normal rank | |||
Latest revision as of 09:56, 30 July 2024
scientific article; zbMATH DE number 7582982
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Static Replication of European Multi-Asset Options with Homogeneous Payoff |
scientific article; zbMATH DE number 7582982 |
Statements
Static Replication of European Multi-Asset Options with Homogeneous Payoff (English)
0 references
9 September 2022
0 references
option replication
0 references
Breeden-Litzenberger
0 references
Radon transform
0 references
best-of multi-asset
0 references
