On the application of Wishart process to the pricing of equity derivatives: the multi-asset case (Q2051154): Difference between revisions

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Latest revision as of 07:58, 27 July 2024

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On the application of Wishart process to the pricing of equity derivatives: the multi-asset case
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    On the application of Wishart process to the pricing of equity derivatives: the multi-asset case (English)
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    24 November 2021
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    Wishart process
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    calibration
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    Monte Carlo
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    multi assets
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