Pricing of mountain range derivatives under a principal component stochastic volatility model (Q5414524): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1002/asmb.936 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2088894581 / rank | |||
Normal rank | |||
Revision as of 20:02, 19 March 2024
scientific article; zbMATH DE number 6292455
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of mountain range derivatives under a principal component stochastic volatility model |
scientific article; zbMATH DE number 6292455 |
Statements
Pricing of mountain range derivatives under a principal component stochastic volatility model (English)
0 references
6 May 2014
0 references
stochastic covariance matrix
0 references
principal component analysis
0 references
mountain range derivatives
0 references
