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dc.contributor.authorKędra, Jarek
dc.contributor.authorLibman, Assaf
dc.contributor.authorSteblovskaya, Victoria
dc.date.accessioned2021-07-12T12:50:01Z
dc.date.available2021-07-12T12:50:01Z
dc.date.issued2021-06-24
dc.identifier.citationKędra , J , Libman , A & Steblovskaya , V 2021 ' Pricing and hedging contingent claims in a multi-asset binomial market ' ArXiv . < http://arxiv.org/abs/2106.13283v1 >en
dc.identifier.otherPURE: 196603085
dc.identifier.otherPURE UUID: 60bd20ab-f59e-4b4f-8c52-8daa1a050999
dc.identifier.otherArXiv: http://arxiv.org/abs/2106.13283v1
dc.identifier.urihttps://hdl.handle.net/2164/16804
dc.format.extent35
dc.language.isoeng
dc.publisherArXiv
dc.subjectMathematical Financeen
dc.subjectOptimization and Controlen
dc.subjectProbabilityen
dc.subjectPricing of Securitiesen
dc.subjectQA Mathematicsen
dc.subject.lccQAen
dc.titlePricing and hedging contingent claims in a multi-asset binomial marketen
dc.typeWorking or discussion paperen
dc.contributor.institutionUniversity of Aberdeen.Mathematical Sciences (Research Theme)en
dc.contributor.institutionUniversity of Aberdeen.Mathematical Scienceen
dc.identifier.urlhttp://arxiv.org/abs/2106.13283v1en


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