Multiasset Derivatives and Joint Distributions of Asset Prices (Q4561945)
From MaRDI portal
scientific article; zbMATH DE number 6993405
Language | Label | Description | Also known as |
---|---|---|---|
English | Multiasset Derivatives and Joint Distributions of Asset Prices |
scientific article; zbMATH DE number 6993405 |
Statements
Multiasset Derivatives and Joint Distributions of Asset Prices (English)
0 references
13 December 2018
0 references
multiasset derivative
0 references
exchange option
0 references
Lévy process
0 references
probabilistic symmetries
0 references
zonoid
0 references
0 references
0 references
0 references