Note on multidimensional Breeden-Litzenberger representation for state price densities (Q2452152): Difference between revisions
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Revision as of 00:39, 20 March 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)
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30 May 2014
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option valuation
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options of multidimensional assets
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state price densities
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rainbow options
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basket options
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Breeden-Litzenberger representation
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