Static replication of European multi-asset options with homogeneous payoff
Year of publication: |
2021
|
---|---|
Authors: | Bossu, Sébastien |
Subject: | best-of multi-asset | Breeden-Litzenberger | Option replication | Radon transform | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Derivat | Derivative |
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