The following pages link to Barbara Götz (Q3557567):
Displaying 7 items.
- Pricing a CDO on stochastically correlated underlyings (Q3557568) (← links)
- Pricing of spread options on stochastically correlated underlyings (Q3643087) (← links)
- Closed-Form Pricing of Two-Asset Barrier Options with Stochastic Covariance (Q4586037) (← links)
- <i>Stochastic Correlation and Volatility Mean-reversion</i>– Empirical Motivation and Derivatives Pricing via Perturbation Theory (Q4586319) (← links)
- Principal component models with stochastic mean‐reverting levels. Pricing and covariance surface improvements (Q4620152) (← links)
- PRICING TWO-ASSET BARRIER OPTIONS UNDER STOCHASTIC CORRELATION VIA PERTURBATION (Q5256837) (← links)
- Two asset-barrier option under stochastic volatility (Q5373915) (← links)
