Pages that link to "Item:Q841855"
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The following pages link to A stochastic correlation model with mean reversion for pricing multi-asset options (Q841855):
Displaying 4 items.
- A positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problem (Q747919) (← links)
- Stocks recommendation from large datasets using important company and economic indicators (Q2166082) (← links)
- Modelling joint behaviour of asset prices using stochastic correlation (Q2241515) (← links)
- Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation (Q4600012) (← links)
