Static-arbitrage optimal subreplicating strategies for basket options (Q817290): Difference between revisions
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Revision as of 22:46, 22 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Static-arbitrage optimal subreplicating strategies for basket options |
scientific article |
Statements
Static-arbitrage optimal subreplicating strategies for basket options (English)
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8 March 2006
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basket options
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anti-monotonicity
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subreplication
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arbitrage-free bounds
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copula
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