Static-arbitrage optimal subreplicating strategies for basket options (Q817290)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Static-arbitrage optimal subreplicating strategies for basket options |
scientific article |
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Static-arbitrage optimal subreplicating strategies for basket options (English)
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8 March 2006
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basket options
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anti-monotonicity
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subreplication
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arbitrage-free bounds
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copula
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