Option Pricing in Multivariate Stochastic Volatility Models of OU Type (Q4902205)
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scientific article; zbMATH DE number 6130637
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| English | Option Pricing in Multivariate Stochastic Volatility Models of OU Type |
scientific article; zbMATH DE number 6130637 |
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Option Pricing in Multivariate Stochastic Volatility Models of OU Type (English)
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25 January 2013
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multivariate stochastic volatility models
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OU-type processes
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option pricing
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