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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Burgess, Nicholas"
~person:"Carr, Peter"
~type_genre:"Aufsatz in Zeitschrift"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Finance and stochastics
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Review of derivatives research
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Journal of banking & finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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Multi-asset stochastic local variance contracts
Carr, Peter
;
Laurence, Peter
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 21-52
Persistent link: https://www.econbiz.de/10008935704
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