Correlation Risk Premia for Multi-Asset Equity Options
Year of publication: |
2003
|
---|---|
Authors: | Fengler, Matthias R. ; Schwendner, Peter |
Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
Subject: | Multi-Asset Options | Correlation Derivatives | Correlation Risk | Bid-Ask Spreads | Block Bootstrapping | Market Making | Equity Derivatives |
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