Option pricing when correlations are stochastic: an analytical framework

✍ Scribed by José Da Fonseca; Martino Grasselli; Claudio Tebaldi

• Book ID: 106514050
• Publisher: Springer US
• Year: 2007
• Tongue: English
• Weight: 396 KB
• Volume: 10
• Category: Article
• ISSN: 1380-6645
• DOI: 10.1007/s11147-008-9018-x