Modelling and Calibration of Stochastic Correlation in Finance (Q4626495)
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scientific article; zbMATH DE number 7030696
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling and Calibration of Stochastic Correlation in Finance |
scientific article; zbMATH DE number 7030696 |
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Modelling and Calibration of Stochastic Correlation in Finance (English)
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28 February 2019
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Quanto option pricing
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stochastic correlation
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