Static Replication of European Multi-Asset Options with Homogeneous Payoff (Q5103915): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
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
    0 references
    9 September 2022
    0 references
    0 references
    option replication
    0 references
    Breeden-Litzenberger
    0 references
    Radon transform
    0 references
    best-of multi-asset
    0 references