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Operator trigonometry of multivariate finance - MaRDI portal

Operator trigonometry of multivariate finance (Q1049542)

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scientific article; zbMATH DE number 5656740
Language Label Description Also known as
English
Operator trigonometry of multivariate finance
scientific article; zbMATH DE number 5656740

    Statements

    title
    Operator trigonometry of multivariate finance (English)
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    author
    Karl Gustafson
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    publication date
    12 January 2010
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    zbMATH Keywords
    multivariate finance
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    operator trigonometry
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    quantos
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    spread options
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    risk measures
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    62H20
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    91B25
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    62P05
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    15A18
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    zbMATH DE Number
    5656740
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    OpenAlex ID
    W2004937889
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