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subject:"Derivat"
~person:"Dimitroff, Georgi"
~source:"econis"
~subject:"Black-Scholes-Modell"
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International journal of theoretical and applied finance
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A parsimonious multi-asset Heston model : calibration and derivative pricing
Dimitroff, Georgi
;
Lorenz, Stefan
;
Szimayer, Alexander
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1299-1333
Persistent link: https://www.econbiz.de/10009541994
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