Neutral and indifference pricing with stochastic correlation and volatility (Q1716937)
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scientific article; zbMATH DE number 7012473
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| default for all languages | No label defined |
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| English | Neutral and indifference pricing with stochastic correlation and volatility |
scientific article; zbMATH DE number 7012473 |
Statements
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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0.7509472966194153
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0.7451163530349731
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0.7402496933937073
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0.7349642515182495
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0.7343744039535522
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