Multivariate option pricing with time varying volatility and correlations

Jeroen V. K. Rombouts and Lars Stentoft

Year of publication:	2010
Authors:	Rombouts, Jeroen V. K. ; Stentoft, Lars
Publisher:	Århus : School of Economics and Management
Subject:	Optionspreistheorie \| Option pricing theory \| Risikoprämie \| Risk premium \| ARCH-Modell \| ARCH model \| Multivariate Analyse \| Multivariate analysis

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