Derivative Pricing With Wishart Multivariate Stochastic Volatility (Q5392719)
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scientific article; zbMATH DE number 5877729
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Derivative Pricing With Wishart Multivariate Stochastic Volatility |
scientific article; zbMATH DE number 5877729 |
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Derivative Pricing With Wishart Multivariate Stochastic Volatility (English)
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13 April 2011
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credit default swap
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credit risk
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derivative pricing
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stochastic volatility
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Wishart process
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