Chang, Chia-Lin; McAleer, Michael - Tinbergen Instituut - 2014
and feedback effects in multifactor Wishart stochastic volatility for option pricing, option pricing with non … long and the short of the risk-return trade-off, What’s beneath the surface? option pricing with multifrequency latent … the variance risk premium, pricing with finite dimensional dependence, quanto option pricing in the presence of fat tails …