A model-free approach to multivariate option pricing (Q2047036)
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scientific article; zbMATH DE number 7383472
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A model-free approach to multivariate option pricing |
scientific article; zbMATH DE number 7383472 |
Statements
A model-free approach to multivariate option pricing (English)
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19 August 2021
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multivariate option pricing
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rearrangement algorithm
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risk-neutral joint distribution
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option-implied dependence
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entropy
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model uncertainty
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