Multivariate FX models with jumps: triangles, quantos and implied correlation (Q1753549): Difference between revisions
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Latest revision as of 08:20, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate FX models with jumps: triangles, quantos and implied correlation |
scientific article |
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Multivariate FX models with jumps: triangles, quantos and implied correlation (English)
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29 May 2018
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option pricing
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calibration procedure
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implied correlation
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multivariate Lévy processes
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Quanto products,
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