The following pages link to Option pricing on multiple assets (Q852003):
Displaying 8 items.
- Multi-asset American options and parallel quantization (Q370907) (← links)
- Option valuation with co-integrated asset prices (Q951492) (← links)
- Operator trigonometry of multivariate finance (Q1049542) (← links)
- Multi-asset Black-Scholes model as a variable second class constrained dynamical system (Q1619629) (← links)
- Fourier inversion formulas for multiple-asset option pricing (Q2687888) (← links)
- (Q3501021) (← links)
- (Q5257512) (← links)
- The Black–Scholes equation in the presence of arbitrage (Q6158381) (← links)