Stochastic covariance and dimension reduction in the pricing of basket options (Q345719)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic covariance and dimension reduction in the pricing of basket options |
scientific article; zbMATH DE number 6659122
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic covariance and dimension reduction in the pricing of basket options |
scientific article; zbMATH DE number 6659122 |
Statements
Stochastic covariance and dimension reduction in the pricing of basket options (English)
0 references
2 December 2016
0 references
principal components
0 references
basket options
0 references
stochastic covariance
0 references
0 references
0 references
0 references
