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  • Search: subject:"Deterministic correlation"
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Analysis of variance 1 Correlation 1 Deterministic correlation 1 Heston model 1 Jacobi process 1 Korrelation 1 Option pricing theory 1 Optionspreistheorie 1 Stochastic correlation 1 Stochastic process 1 Stochastischer Prozess 1 Swap 1 Variance swap 1 Varianzanalyse 1 Volatility 1 Volatilität 1
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Han, Ah-Reum 1 Kim, Jeong-Hoon 1 Kim, See-Woo 1
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Computational economics 1
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Variance swaps with deterministic and stochastic correlations
Han, Ah-Reum; Kim, Jeong-Hoon; Kim, See-Woo - In: Computational economics 57 (2021) 4, pp. 1059-1092
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