Exchangeability-type properties of asset prices (Q3173000): Difference between revisions
From MaRDI portal
Latest revision as of 12:40, 4 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Exchangeability-type properties of asset prices |
scientific article |
Statements
Exchangeability-type properties of asset prices (English)
0 references
10 October 2011
0 references
barrier option
0 references
duality principle
0 references
exchangeability
0 references
homogeneous function
0 references
Lévy process
0 references
multi-asset option
0 references
payoff
0 references
put-call symmetry
0 references
semi-static hedging
0 references
symmetry
0 references
swap invariance
0 references
zonoid
0 references
0 references