Open AccessPricing Index Options in a Multivariate Black & Scholes Model
Author(s) -
Daniël Linders
Publication year - 2013
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2334786
Subject(s) - black–scholes model , multivariate statistics , valuation of options , index (typography) , benchmark (surveying) , monte carlo methods for option pricing , econometrics , economics , mathematics , computer science , statistics , volatility (finance) , world wide web , geodesy , geography
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