no code implementations • 12 Jan 2023 • Jarek Kędra, Assaf Libman, Victoria Steblovskaya
We consider a discrete-time incomplete multi-asset market model with continuous price jumps.
no code implementations • 7 Jan 2023 • Jarek Kędra, Assaf Libman, Victoria Steblovskaya
We consider a multi-asset incomplete model of the financial market, where each of $m\geq 2$ risky assets follows the binomial dynamics, and no assumptions are made on the joint distribution of the risky asset price processes.
no code implementations • 24 Jun 2021 • Jarek Kędra, Assaf Libman, Victoria Steblovskaya
We consider an incomplete multi-asset binomial market model.
