Note on multidimensional Breeden-Litzenberger representation for state price densities
Jarno Talponen; Lauri Viitasaari
| Year of publication: |
2014
|
|---|---|
| Authors: | Talponen, Jarno ; Viitasaari, Lauri |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 8.2014, 2, p. 153-157
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| Subject: | Option valuation | Options of multidimensional assets | State price densities | Rainbow options | Basket options | Breeden-Litzenberger representation | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Index-Futures | Index futures |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010341767