Multiasset Derivatives and Joint Distributions of Asset Prices (Q4561945)
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scientific article; zbMATH DE number 6993405
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiasset Derivatives and Joint Distributions of Asset Prices |
scientific article; zbMATH DE number 6993405 |
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Multiasset Derivatives and Joint Distributions of Asset Prices (English)
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13 December 2018
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multiasset derivative
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exchange option
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Lévy process
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probabilistic symmetries
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zonoid
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