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~isPartOf:"CREATES Research Paper"
~isPartOf:"Cahiers de recherche"
~person:"Palma, André de"
~person:"Stentoft, Lars"
~source:"econis"
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Multivariate Option
Pricing
with Time Varying Volatility and Correlations
Rombouts, J. V. K.
-
2010
to option
pricing
. Specifically, we derive the risk neutral dynamics for a general class of multivariate heteroskedastic …
Persistent link: https://www.econbiz.de/10013143636
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