A Reduction Method Applicable to Compound Option Formulas (Q3477872)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Reduction Method Applicable to Compound Option Formulas |
scientific article |
Statements
A Reduction Method Applicable to Compound Option Formulas (English)
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1989
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reduction method
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multivariate normal integrals
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correlation matrix
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option pricing theory
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