Option Pricing in Multivariate Stochastic Volatility Models of OU Type
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Publication:4902205
DOI10.1137/100803687zbMath1255.91133arXiv1001.3223MaRDI QIDQ4902205
Oliver Pfaffel, Johannes Muhle-Karbe, Robert Stelzer
Publication date: 25 January 2013
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1001.3223
60G51: Processes with independent increments; Lévy processes
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