Multivariate FX models with jumps: triangles, quantos and implied correlation (Q1753549): Difference between revisions

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-.1016/j.ejor.2017.02.018
@@ Property / DOI: 10.1016/j.ejor.2017.02.018 / rank @@
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+Stable and invariant adjusted profile likelihood and directed likelihood for curved exponential models
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@@ Property / DOI @@
+.1016/J.EJOR.2017.02.018
@@ Property / DOI: 10.1016/J.EJOR.2017.02.018 / rank @@
+Normal rank