Basket Option Pricing in Multivariate Black-Scholes Model
收藏DataCite Commons2026-01-07 更新2025-04-16 收录
下载链接：
https://service.tib.eu/ldmservice/dataset/1d4ffbbf-bb00-40b9-801f-03f9f4774ac4
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资源简介：
The dataset is used for pricing basket options in a multivariate Black-Scholes 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
