A Reduction Method Applicable to Compound Option Formulas (Q3477872)
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scientific article; zbMATH DE number 4147387
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Reduction Method Applicable to Compound Option Formulas |
scientific article; zbMATH DE number 4147387 |
Statements
A Reduction Method Applicable to Compound Option Formulas (English)
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1989
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reduction method
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multivariate normal integrals
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correlation matrix
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option pricing theory
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0.8169177770614624
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0.749921441078186
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0.7487868070602417
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