MULTI-ASSET STOCHASTIC LOCAL VARIANCE CONTRACTS
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Publication:3069956
DOI10.1111/j.1467-9965.2010.00422.xzbMath1229.91301MaRDI QIDQ3069956
Publication date: 2 February 2011
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.2010.00422.x
91G20: Derivative securities (option pricing, hedging, etc.)
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