Multivariate option pricing with time varying volatility and correlations
| Year of publication: |
2011
|
|---|---|
| Authors: | Rombouts, Jeroen V.K. ; Stentoft, Lars |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 35.2011, 9, p. 2267-2282
|