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Multivariate extension of put-call symmetry

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Publisher DOI
10.1137/090754194
Date of Publication
2010
Publication Type
Article
Language(s)
en
Contributor(s)
Molchanov, Ilyaorcid-logo
Institut für Mathematische Statistik und Versicherungslehre (IMSV)
Schmutz, Michael
Institut für Mathematische Statistik und Versicherungslehre (IMSV)
Additional Credits
Institut für Mathematische Statistik und Versicherungslehre (IMSV)
Series
SIAM journal on financial mathematics
Publisher
SIAM
ISSN
1945-497X
Access(Rights)
metadata.only
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