On the probability density function of baskets (Q4560341)
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scientific article; zbMATH DE number 6991897
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the probability density function of baskets |
scientific article; zbMATH DE number 6991897 |
Statements
On the Probability Density Function of Baskets (English)
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11 December 2018
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sums of lognormals
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focality
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pricing of butterfly spreads on baskets
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0.7806712985038757
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0.7748749256134033
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0.7696664929389954
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0.7647343873977661
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0.7594767212867737
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