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~person:"Escobar, Marcos"
~subject:"Multivariate asset price model"
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Multivariate asset price model
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International journal of theoretical and applied finance
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Pricing two-asset barrier options under stochastic correlation via perturbation
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403748
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