On the application of Wishart process to the pricing of equity derivatives: the multi-asset case (Q2051154)
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scientific article; zbMATH DE number 7432764
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the application of Wishart process to the pricing of equity derivatives: the multi-asset case |
scientific article; zbMATH DE number 7432764 |
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On the application of Wishart process to the pricing of equity derivatives: the multi-asset case (English)
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24 November 2021
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Wishart process
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calibration
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Monte Carlo
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multi assets
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