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Arbitrage pricing of equity basket options

Conference on Randomized Algorithms in Finance March 30, 2001 - April 01, 2001

March 31, 2001 (09:00 AM PST - 10:30 AM PST)
Speaker(s): Marco Avellaneda
Location: MSRI: Simons Auditorium
Primary Mathematics Subject Classification No Primary AMS MSC
Secondary Mathematics Subject Classification No Secondary AMS MSC

30-405-Arbitrage pricing of equity basket options-Marco Avellaneda

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30-405-Arbitrage pricing of equity basket options-Marco Avellaneda

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