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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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The αVG model for multivariate asset pricing : calibration and extension
Guillaume, Florence
- In:
Review of derivatives research
16
(
2013
)
1
,
pp. 25-52
Persistent link: https://www.econbiz.de/10009729942
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