What is it about?
Pricing methology for assets/portoflios depending on two risk factors
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Why is it important?
The methodolgy reduces computational efforts and quicken pricing
Perspectives
Useful beacause it solves a basic problem in asset pricing with two risk factors
Prof. Rosa COCOZZA
Universita degli Studi di Napoli Federico II
Read the Original
This page is a summary of: An “Economical” Pricing Model for Hybrid Products, January 2013, Elsevier,
DOI: 10.1016/b978-0-12-415875-7.00004-x.
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