Neutral and indifference pricing with stochastic correlation and volatility (Q1716937)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Neutral and indifference pricing with stochastic correlation and volatility |
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Neutral and indifference pricing with stochastic correlation and volatility (English)
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5 February 2019
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Wishart affine stochastic correlation
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utility-based pricing
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neutral and indifference pricing
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stochastic correlation and volatility
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