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