A geometric approach to pricing multi-asset barrier options (Q5026360)
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scientific article; zbMATH DE number 7470516
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A geometric approach to pricing multi-asset barrier options |
scientific article; zbMATH DE number 7470516 |
Statements
7 February 2022
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multi-asset barrier option
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no-arbitrage pricing
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correlation
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hyperplane barrier
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reflection principle
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time-change
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0.7930509448051453
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0.7762478590011597
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0.7672709226608276
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0.764024019241333
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0.7632760405540466
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