Multivariate extension of put-call symmetry

Molchanov, Ilya; Schmutz, Michael (2010). Multivariate extension of put-call symmetry. SIAM journal on financial mathematics, 1(1), pp. 396-426. Philadelphia, Pa.: SIAM 10.1137/090754194

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Item Type:	Journal Article (Original Article)
Division/Institute:	08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science
UniBE Contributor:	Molchanov, Ilya, Schmutz, Michael
ISSN:	1945-497X
Publisher:	SIAM
Language:	English
Submitter:	Lutz Dümbgen
Date Deposited:	04 Oct 2013 14:16
Last Modified:	05 Dec 2022 14:04
Publisher DOI:	10.1137/090754194
URI:	https://boris.unibe.ch/id/eprint/4802 (FactScience: 209434)