Pricing product options and using them to complete markets for functions of two underlying asset prices
Year of publication: |
2021
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Authors: | Madan, Dilip B. ; Wang, King |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 14.2021, 8, Art.-No. 355, p. 1-19
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Subject: | acceptable risks | distorted expectations | fast Fourier transform | multivariate bilateral gamma | Optionspreistheorie | Option pricing theory | CAPM |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm14080355 [DOI] hdl:10419/258459 [Handle] |
Classification: | G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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