Neutral and indifference pricing with stochastic correlation and volatility (Q1716937)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Neutral and indifference pricing with stochastic correlation and volatility |
scientific article; zbMATH DE number 7012473
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Neutral and indifference pricing with stochastic correlation and volatility |
scientific article; zbMATH DE number 7012473 |
Statements
Neutral and indifference pricing with stochastic correlation and volatility (English)
0 references
5 February 2019
0 references
Wishart affine stochastic correlation
0 references
utility-based pricing
0 references
neutral and indifference pricing
0 references
stochastic correlation and volatility
0 references
0 references
0 references
0 references
