On the application of Wishart process to the pricing of equity derivatives: the multi-asset case

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Publication:2051154

DOI10.1007/s10287-021-00388-7OpenAlexW3134692628MaRDI QIDQ2051154

Gaetano La Bua, Daniele Marazzina

Publication date: 24 November 2021

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-021-00388-7




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