Pages that link to "Item:Q2923401"
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The following pages link to The multivariate Black \& Scholes market: conditions for completeness and no-arbitrage (Q2923401):
Displaying 8 items.
- A model of financial market with several interacting assets. Complete market case (Q1409836) (← links)
- Comonotonic asset prices in arbitrage-free markets (Q2279857) (← links)
- On the (in-)dependence between financial and actuarial risks (Q2443231) (← links)
- A framework for robust measurement of implied correlation (Q2517482) (← links)
- Default probabilities of a holding company, with complete and partial information (Q2517514) (← links)
- Improving the Design of Financial Products in a Multidimensional Black-Scholes Market (Q3005355) (← links)
- American-type basket option pricing: a simple two-dimensional partial differential equation (Q5235458) (← links)
- The Black–Scholes equation in the presence of arbitrage (Q6158381) (← links)