Option Pricing in Multivariate Stochastic Volatility Models of OU Type (Q4902205): Difference between revisions
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Latest revision as of 21:28, 19 April 2024
scientific article; zbMATH DE number 6130637
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option Pricing in Multivariate Stochastic Volatility Models of OU Type |
scientific article; zbMATH DE number 6130637 |
Statements
Option Pricing in Multivariate Stochastic Volatility Models of OU Type (English)
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25 January 2013
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multivariate stochastic volatility models
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OU-type processes
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option pricing
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