Pricing and hedging basket options with exact moment matching
Leccadito, Arturo, Paletta, Tommaso, Tunaru, RaduVolume:
69
Language:
english
Journal:
Insurance: Mathematics and Economics
DOI:
10.1016/j.insmatheco.2016.03.013
Date:
July, 2016
File:
PDF, 561 KB
english, 2016