Pages that link to "Item:Q4584705"
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The following pages link to QUANTO PRICING IN STOCHASTIC CORRELATION MODELS (Q4584705):
Displaying 3 items.
- Modelling and Calibration of Stochastic Correlation in Finance (Q4626495) (← links)
- A new methodology to create valid time-dependent correlation matrices <i>via</i> isospectral flows (Q5110266) (← links)
- Asymmetry in stochastic volatility models with threshold and time-dependent correlation (Q6138232) (← links)