A closed-form solution for outperformance options with stochastic correlation and stochastic volatility (Q2351280)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A closed-form solution for outperformance options with stochastic correlation and stochastic volatility |
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A closed-form solution for outperformance options with stochastic correlation and stochastic volatility (English)
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23 June 2015
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outperformance option
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Wishart process
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stochastic volatility
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stochastic correlation
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