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A moment matching market implied calibration
Guillaume, Florence
;
Schoutens, Wim
- In:
Quantitative finance
13
(
2013
)
9
,
pp. 1359-1373
Persistent link: https://www.econbiz.de/10010186149
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Building multivariate Sato models with linear dependence
Boen, Lynn
;
Guillaume, Florence
- In:
Quantitative finance
19
(
2019
)
4
,
pp. 619-645
Persistent link: https://www.econbiz.de/10012194701
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