WORST-OF OPTIONS AND CORRELATION SKEW UNDER A STOCHASTIC CORRELATION FRAMEWORK (Q4902547): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Wishart processes
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+Option pricing when correlations are stochastic: an analytical framework
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+A multifactor volatility Heston model
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Q4942767
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+PRICING DIGITAL OUTPERFORMANCE OPTIONS WITH UNCERTAIN CORRELATION
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