A Note on ‘Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options’ by Tankov (2011) (Q3165500)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Note on ‘Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options’ by Tankov (2011) |
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Statements
A Note on ‘Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options’ by Tankov (2011) (English)
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29 October 2012
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copula
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Fréchet-Hoeffding bound
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quasi-copula
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optimal portfolio selection
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