Pages that link to "Item:Q4902547"
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The following pages link to WORST-OF OPTIONS AND CORRELATION SKEW UNDER A STOCHASTIC CORRELATION FRAMEWORK (Q4902547):
Displayed 2 items.
- Is the information obtained from European options on equally weighted baskets enough to determine the prices of exotic derivatives such as worst-of options? (Q315045) (← links)
- A closed-form solution for outperformance options with stochastic correlation and stochastic volatility (Q2351280) (← links)
