<i>Stochastic Correlation and Volatility Mean-reversion</i>– Empirical Motivation and Derivatives Pricing via Perturbation Theory (Q4586319)
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scientific article; zbMATH DE number 6935844
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | <i>Stochastic Correlation and Volatility Mean-reversion</i>– Empirical Motivation and Derivatives Pricing via Perturbation Theory |
scientific article; zbMATH DE number 6935844 |
Statements
<i>Stochastic Correlation and Volatility Mean-reversion</i>– Empirical Motivation and Derivatives Pricing via Perturbation Theory (English)
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12 September 2018
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multivariate asset price model
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stochastic correlation
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perturbation theory
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derivatives pricing
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