Open AccessThe Multivariate Black & Scholes Market: Conditions for Completeness and No-Arbitrage
Author(s) -
Jan Dhaene,
Alexander Kukush,
Daniël Linders
Publication year - 2012
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2186830
Subject(s) - completeness (order theory) , multivariate statistics , black–scholes model , arbitrage , economics , mathematics , econometrics , financial economics , actuarial science , mathematical economics , statistics , volatility (finance) , mathematical analysis
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