QUANTO PRICING IN STOCHASTIC CORRELATION MODELS (Q4584705)

From MaRDI portal
Revision as of 09:42, 30 July 2024 by Openalex240730090724 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 6931445
Language Label Description Also known as
English
QUANTO PRICING IN STOCHASTIC CORRELATION MODELS
scientific article; zbMATH DE number 6931445

    Statements

    title
    QUANTO PRICING IN STOCHASTIC CORRELATION MODELS (English)
    0 references
    publication date
    4 September 2018
    0 references
    zbMATH Keywords
    quanto option
    0 references
    correlation risk
    0 references
    stochastic correlation process
    0 references
    characteristic function
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G20
    0 references
    60J60
    0 references
    91G60
    0 references
    zbMATH DE Number
    6931445
    0 references
    OpenAlex ID
    W2887184405
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4584705&oldid=37132398"
    Powered by MediaWiki