Pricing and hedging basket options to prespecified levels of acceptability (Q3577149)
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: Pricing and hedging basket options to prespecified levels of acceptability |
scientific article; zbMATH DE number 5763881
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing and hedging basket options to prespecified levels of acceptability |
scientific article; zbMATH DE number 5763881 |
Statements
Pricing and hedging basket options to prespecified levels of acceptability (English)
0 references
5 August 2010
0 references
equity options
0 references
Lévy process
0 references
mathematical finance
0 references
stochastic volatility
0 references
stochastic processes
0 references
0.7495894432067871
0 references
0.7472338676452637
0 references
0.7455476522445679
0 references
0.7436091303825378
0 references
0.7408075928688049
0 references
