Pages that link to "Item:Q5414524"
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The following pages link to Pricing of mountain range derivatives under a principal component stochastic volatility model (Q5414524):
Displaying 3 items.
- Stochastic covariance and dimension reduction in the pricing of basket options (Q345719) (← links)
- Optimal investment in multidimensional Markov-modulated affine models (Q902185) (← links)
- A multivariate stochastic volatility model with applications in the foreign exchange market (Q1621630) (← links)
