Perpetual options on multiple underlyings (Q4585898)
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scientific article; zbMATH DE number 6934619
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Perpetual options on multiple underlyings |
scientific article; zbMATH DE number 6934619 |
Statements
Perpetual Options on Multiple Underlyings (English)
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11 September 2018
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option pricing
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perpetual options
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American options
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rainbow options
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Heston volatility model
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stochastic volatility
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0.7915389537811279
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0.7896729111671448
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0.7781262993812561
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0.7775375843048096
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0.7760825157165527
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