EUROPEAN OPTIONS SENSITIVITY WITH RESPECT TO THE CORRELATION FOR MULTIDIMENSIONAL HESTON MODELS (Q5420695)
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scientific article; zbMATH DE number 6304155
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EUROPEAN OPTIONS SENSITIVITY WITH RESPECT TO THE CORRELATION FOR MULTIDIMENSIONAL HESTON MODELS |
scientific article; zbMATH DE number 6304155 |
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EUROPEAN OPTIONS SENSITIVITY WITH RESPECT TO THE CORRELATION FOR MULTIDIMENSIONAL HESTON MODELS (English)
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13 June 2014
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correlation sensitivity
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multi-asset Heston model
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