Multivariate extension of put-call symmetry (Q3563698)
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scientific article; zbMATH DE number 5714653
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multivariate extension of put-call symmetry |
scientific article; zbMATH DE number 5714653 |
Statements
Multivariate Extension of Put-Call Symmetry (English)
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1 June 2010
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barrier option
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dual market
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Lévy process
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multiasset option
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put-call symmetry
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self-dual distribution
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semistatic hedging
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0.8594961762428284
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0.8585235476493835
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0.829383373260498
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0.8155064582824707
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0.8109060525894165
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