Note on multidimensional Breeden-Litzenberger representation for state price densities
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Publication:2452152
DOI10.1007/s11579-014-0113-5zbMath1287.91147arXiv1305.5963OpenAlexW2055118193MaRDI QIDQ2452152
Jarno Talponen, Lauri Viitasaari
Publication date: 30 May 2014
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1305.5963
basket optionsoption valuationrainbow optionsBreeden-Litzenberger representationoptions of multidimensional assetsstate price densities
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