Modelling and calibration of stochastic correlation in finance (Q4626495)
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scientific article; zbMATH DE number 7030696
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| default for all languages | No label defined |
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| English | Modelling and calibration of stochastic correlation in finance |
scientific article; zbMATH DE number 7030696 |
Statements
Modelling and Calibration of Stochastic Correlation in Finance (English)
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28 February 2019
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Quanto option pricing
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stochastic correlation
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0.8573894500732422
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0.85002201795578
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0.8217219114303589
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0.817172110080719
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0.8032290935516357
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