Basket Option Pricing in Multivariate Variance-Gamma Model
收藏DataCite Commons2024-12-16 更新2025-04-16 收录
下载链接：
https://service.tib.eu/ldmservice/dataset/af64455f-b5e7-431f-85fa-54084cc5b2a2
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资源简介：
The dataset is used for pricing basket options in a multivariate Variance-Gamma model. The dataset contains the values of the underlying assets, the strike price, the weight vector, and the volatilities.
提供机构：
TIB
创建时间：
2024-12-16
