Static Replication of European Multi-Asset Options with Homogeneous Payoff (Q5103915)
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scientific article; zbMATH DE number 7582982
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Static Replication of European Multi-Asset Options with Homogeneous Payoff |
scientific article; zbMATH DE number 7582982 |
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Static Replication of European Multi-Asset Options with Homogeneous Payoff (English)
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9 September 2022
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option replication
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Breeden-Litzenberger
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Radon transform
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best-of multi-asset
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