Pages that link to "Item:Q3069956"

The following pages link to MULTI-ASSET STOCHASTIC LOCAL VARIANCE CONTRACTS (Q3069956):

Displaying 6 items.

• Measuring exposure to dependence risk with random Bernstein copula scenarios (Q723986) (← links)
• Note on multidimensional Breeden-Litzenberger representation for state price densities (Q2452152) (← links)
• Exchangeability-type properties of asset prices (Q3173000) (← links)
• Multiasset Derivatives and Joint Distributions of Asset Prices (Q4561945) (← links)
• Static replication of European standard dispersion options (Q5079371) (← links)
• Static Replication of European Multi-Asset Options with Homogeneous Payoff (Q5103915) (← links)