No arbitrage between economies and correlation risk management (Q1367952)
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scientific article; zbMATH DE number 1070556
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | No arbitrage between economies and correlation risk management |
scientific article; zbMATH DE number 1070556 |
Statements
No arbitrage between economies and correlation risk management (English)
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5 October 1997
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multi-economies arbitrage
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risk premia
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volatility vector
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quanto options
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change of numéaire
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0.7754809856414795
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0.7467678189277649
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0.7446266412734985
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0.7434769868850708
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