A model-free approach to multivariate option pricing

Carole Bernard, Oleg Bondarenko, Steven Vanduffel

Year of publication:	2021
Authors:	Bernard, Carole ; Bondarenko, Oleg ; Vanduffel, Steven
Subject:	Multivariate option pricing \| Rearrangement algorithm \| Risk-neutral joint distribution \| Option-implied dependence \| Entropy \| Model uncertainty \| Optionspreistheorie \| Option pricing theory \| Entropie \| Multivariate Analyse \| Multivariate analysis \| Statistische Verteilung \| Statistical distribution \| Risiko \| Risk

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