The αVG model for multivariate asset pricing: calibration and extension
| Year of publication: |
2013
|
|---|---|
| Authors: | Guillaume, Florence |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 16.2013, 1, p. 25-52
|