No arbitrage between economies and correlation risk management (Q1367952)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: No arbitrage between economies and correlation risk management |
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)
0 references
5 October 1997
0 references
multi-economies arbitrage
0 references
risk premia
0 references
volatility vector
0 references
quanto options
0 references
change of numéaire
0 references
0.7754809856414795
0 references
0.7467678189277649
0 references
0.7446266412734985
0 references
0.7434769868850708
0 references
