Calibration of a basket option model applied to company valuation

DOI10.1007/S001860200184zbMath1035.91041OpenAlexW2015392882MaRDI QIDQ1397058

Stoyan V. Stoyanov, Borjana Racheva-Iotova, Stefan Woerner

Publication date: 16 July 2003

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001860200184

zbMATH Keywords

stable distributionsreal optionsvaluationbasket options

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38)

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