The Risk of Random Sets with Applications to Basket Derivatives
Year of publication: |
[2023]
|
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Authors: | Gourieroux, Christian ; Lu, Yang ; Monfort, Alain |
Publisher: |
[S.l.] : SSRN |
Subject: | Derivat | Derivative | Risiko | Risk | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (55 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 7, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4534473 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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