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"Multivariate Extension of Put-Call Symmetry."

Ilya S. Molchanov, Michael Schmutz (2010)

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DOI: 10.1137/090754194

access: closed

type: Journal Article

metadata version: 2019-10-19

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  - https://dblp.org/rec/journals/siamfm/MolchanovS10
Ilya S. Molchanov, Michael Schmutz:
Multivariate Extension of Put-Call Symmetry. SIAM J. Financial Math. 1(1): 396-426 (2010)

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