Note on multidimensional Breeden-Litzenberger representation for state price densities (Q2452152)
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: Note on multidimensional Breeden-Litzenberger representation for state price densities |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Note on multidimensional Breeden-Litzenberger representation for state price densities |
scientific article |
Statements
Note on multidimensional Breeden-Litzenberger representation for state price densities (English)
0 references
30 May 2014
0 references
option valuation
0 references
options of multidimensional assets
0 references
state price densities
0 references
rainbow options
0 references
basket options
0 references
Breeden-Litzenberger representation
0 references
0.7334712147712708
0 references
0.7081336975097656
0 references
0.7058693170547485
0 references
0.6957913637161255
0 references
0.6945268511772156
0 references
