Chapter

Several Underlying Assets

Tomas Björk

in Arbitrage Theory in Continuous Time

Published in print September 1998 | ISBN: 9780198775188
Published online November 2003 | e-ISBN: 9780191595981 | DOI: http://dx.doi.org/10.1093/0198775180.003.0009
 Several Underlying Assets

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In this chapter, the arbitrage theory from chapter 6 is extended to the case of several underlying risky assets.

Keywords: arbitrage; arbitrage pricing; Black‐Scholes; futures; options

Chapter.  7050 words. 

Subjects: Financial Markets

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