Pages that link to "Item:Q3088322"

The following pages link to Semi-static hedging for certain Margrabe-type options with barriers (Q3088322):

Displaying 5 items.

• Invariance properties of random vectors and stochastic processes based on the zonoid concept (Q396000) (← links)
• Semi-static hedging based on a generalized reflection principle on a multi dimensional Brownian motion (Q1945440) (← links)
• Symmetry and Bates' rule in Ornstein-Uhlenbeck stochastic volatility models (Q2343101) (← links)
• Exchangeability-type properties of asset prices (Q3173000) (← links)
• Multiasset Derivatives and Joint Distributions of Asset Prices (Q4561945) (← links)