Pricing two dimensional derivatives under stochastic correlation
Alexander Alvarez, Marcos Escobar and Pablo Olivares
| Year of publication: |
2012
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|---|---|
| Authors: | Alvarez, Alexander ; Escobar, Marcos ; Olivares, Pablo |
| Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7149, ZDB-ID 25501525. - Vol. 2.2011, 4, p. 265-287
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010008736