scientific article; zbMATH DE number 2130848

MaRDI QIDQ3158459zbMATH OpenFDO

Authors Vasiliki D. Skintzi, A.-P. N. Refenes

Publication date 25 January 2005

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cited in

(1)

• Implied basket correlation dynamics

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