A versatile approach for stochastic correlation using hyperbolic functions (Q2804910)
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scientific article; zbMATH DE number 6577965
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| English | A versatile approach for stochastic correlation using hyperbolic functions |
scientific article; zbMATH DE number 6577965 |
Statements
A versatile approach for stochastic correlation using hyperbolic functions (English)
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6 May 2016
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correlation risk
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stochastic correlation
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hyperbolic functions
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stochastic process
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Ornstein-Uhlenbeck process
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Quanto
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Fokker-Planck equation
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stochastic correlation process
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0.85002201795578
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0.841068685054779
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0.8038398623466492
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0.7854047417640686
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