A Stochastic Correlation Model with Mean Reversion for Pricing Multi-Asset Options.
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- Asia-Pacific Financial Markets, 2009, v. 16, n. 2, p. 97, doi. 10.1007/s10690-009-9088-2
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- Article
Works matching IS 13872834 AND DT 2009 AND VI 16 AND IP 2
Results: 3
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Evaluation of the MEMM, Parameter Estimation and Option Pricing for Geometric Lévy Processes.
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- Asia-Pacific Financial Markets, 2009, v. 16, n. 2, p. 111, doi. 10.1007/s10690-009-9089-1
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- Article
3
Informational Efficiency: Which Institutions Matter?
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- Asia-Pacific Financial Markets, 2009, v. 16, n. 2, p. 141, doi. 10.1007/s10690-009-9090-8
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- Publication type:
- Article