Static Replication of European Multi-Asset Options with Homogeneous Payoff
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Publication:5103915
DOI10.1080/1350486X.2022.2085122zbMath1498.91429OpenAlexW4283311896MaRDI QIDQ5103915
Publication date: 9 September 2022
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/1350486x.2022.2085122
Cites Work
- The Mathematics of Computerized Tomography
- MULTI-ASSET STOCHASTIC LOCAL VARIANCE CONTRACTS
- Static replication of European standard dispersion options
- A new representation of the risk-neutral distribution and its applications
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