Currency option pricing with Wishart process (Q1758411)

From MaRDI portal
Revision as of 21:57, 26 July 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Currency option pricing with Wishart process
scientific article

    Statements

    Currency option pricing with Wishart process (English)
    0 references
    0 references
    0 references
    0 references
    9 November 2012
    0 references
    exchange rate
    0 references
    mean reversion
    0 references
    option pricing
    0 references
    stochastic skew
    0 references
    stochastic volatility
    0 references
    Wishart process
    0 references

    Identifiers