Improving the Design of Financial Products in a Multidimensional Black-Scholes Market

DOI10.1080/10920277.2011.10597610zbMath1213.91135MaRDI QIDQ3005355

Carole Bernard, Steven Vanduffel, Mateusz Maj

Publication date: 7 June 2011

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2011.10597610

Mathematics Subject Classification ID

91G10: Portfolio theory

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