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isPartOf:"The European journal of finance"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Romo, Jacinto Marabel"
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Correlation
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Romo, Jacinto Marabel
Levendorskij, Sergej Z.
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The European journal of finance
International journal of theoretical and applied finance
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Worst-of options and correlation skew under a stochastic correlation framework
Romo, Jacinto Marabel
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009685884
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2
Pricing digital outperformance options with uncertain correlation
Romo, Jacinto Marabel
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 709-722
Persistent link: https://www.econbiz.de/10009298474
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