QUANTO PRICING IN STOCHASTIC CORRELATION MODELS (Q4584705)
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scientific article; zbMATH DE number 6931445
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | QUANTO PRICING IN STOCHASTIC CORRELATION MODELS |
scientific article; zbMATH DE number 6931445 |
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QUANTO PRICING IN STOCHASTIC CORRELATION MODELS (English)
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4 September 2018
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quanto option
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correlation risk
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stochastic correlation process
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characteristic function
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