Static Replication of European Multi-Asset Options with Homogeneous Payoff (Q5103915): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Static replication of European standard dispersion options / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: MULTI-ASSET STOCHASTIC LOCAL VARIANCE CONTRACTS / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q2771113 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A new representation of the risk-neutral distribution and its applications / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5186149 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5816908 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3973020 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q2763689 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The Mathematics of Computerized Tomography / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5769789 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3452871 / rank | |||
Normal rank |
Revision as of 02:52, 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