Multivariate Extension of Put-Call Symmetry (Q3563698): Difference between revisions
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Revision as of 12:49, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Extension of Put-Call Symmetry |
scientific article |
Statements
Multivariate Extension of Put-Call Symmetry (English)
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1 June 2010
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barrier option
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dual market
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Lévy process
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multiasset option
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put-call symmetry
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self-dual distribution
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semistatic hedging
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