Superreplication of Options on Several Underlying Assets (Q5312838)
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scientific article; zbMATH DE number 2199090
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Superreplication of Options on Several Underlying Assets |
scientific article; zbMATH DE number 2199090 |
Statements
Superreplication of Options on Several Underlying Assets (English)
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25 August 2005
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parabolic equation
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superreplication
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convexity
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option
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0.8341488838195801
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0.8278266787528992
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0.8237820267677307
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0.8237820267677307
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0.820491373538971
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