Pages that link to "Item:Q2425554"
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The following pages link to Option pricing when correlations are stochastic: an analytical framework (Q2425554):
Displayed 4 items.
- Multivariate COGARCH(1, 1) processes (Q605037) (← links)
- A stochastic correlation model with mean reversion for pricing multi-asset options (Q841855) (← links)
- Making the best of best-of (Q1025611) (← links)
- A NOTE ON THE DAI-SINGLETON CANONICAL REPRESENTATION OF AFFINE TERM STRUCTURE MODELS* (Q3576960) (← links)