On the solution of the multi-asset black-scholes model : correlations, eigenvalues and geometry
Year of publication: |
November 2016
|
---|---|
Authors: | Contreras, Mauricio ; Llanquihuén, Alejandro ; Villena, Marcelo J. |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 6.2016, 4, p. 562-579
|
Subject: | Multi-Asset Black-Scholes Equation | Wei-Norman Theorem | Correlation Matrix Eigenvalues | Kummer Surface | Propagators | Theorie | Theory | Korrelation | Correlation | Black-Scholes-Modell | Black-Scholes model | Mathematik | Mathematics |
-
Kennedy, Douglas, (2010)
-
Introduction to the mathematics of finance
Williams, Ruth J., (2006)
-
Opzioni lineamenti generali e modelli matematici
Izzi, Luisa, (1996)
- More ...
-
Contreras, Mauricio, (2016)
-
Argentine Universities in the Age of the Knowledge Society
Gantman, Ernesto, (2001)
-
Improving the volatility of the optimal weights of the Markowitz model
Ortiz, Roberto, (2022)
- More ...