Multivariate option price models and extremes (Q4337161)
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scientific article; zbMATH DE number 1010773
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate option price models and extremes |
scientific article; zbMATH DE number 1010773 |
Statements
Multivariate option price models and extremes (English)
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11 November 1997
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multivariate extremes
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option price model
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Cox-Ross-Rubinstein model
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limiting distribution
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dependence of the components
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triangular arrays
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