A model-free approach to multivariate option pricing
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics, Econometrics and Finance (miscellaneous),Finance
Link
https://link.springer.com/content/pdf/10.1007/s11147-020-09172-2.pdf
Reference39 articles.
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3. Bakshi, G., & Madan, D. (2000). Spanning and derivative security valuation. Journal of Financial Economics, 55(2), 205–238.
4. Ballotta, L., & Bonfiglioli, E. (2016). Multivariate asset models using Lévy processes and applications. The European Journal of Finance, 22(13), 1320–1350.
5. Banz, R. W., & Miller, M. H. (1978). Prices for state-contingent claims: Some estimates and applications. Journal of Business, 51(4), 653–672.
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