Option pricing when correlations are stochastic: an analytical framework
| Year of publication: |
2007
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|---|---|
| Authors: | Fonseca, José Da ; Grasselli, Martino ; Tebaldi, Claudio |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 10.2007, 2, p. 151-180
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