A new class of multidimensional Wishart-based hybrid models (Q2145697)
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scientific article; zbMATH DE number 7544262
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| English | A new class of multidimensional Wishart-based hybrid models |
scientific article; zbMATH DE number 7544262 |
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A new class of multidimensional Wishart-based hybrid models (English)
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17 June 2022
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Wishart process
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local volatility
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hybrid model
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calibration
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multi-assets
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