Basket Options on Heterogeneous Underlying Assets
Year of publication: |
2009
|
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Authors: | Dionne, Georges ; Gauthier, Geneviève ; Ouertani, Nadia |
Institutions: | Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) |
Subject: | Basket options | maximum likelihood | hedging performance | options pricing | Monte Carlo simulation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; G10 - General Financial Markets. General ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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