PRICING VULNERABLE EUROPEAN OPTIONS WITH STOCHASTIC CORRELATION (Q4628409)
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scientific article; zbMATH DE number 7035539
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING VULNERABLE EUROPEAN OPTIONS WITH STOCHASTIC CORRELATION |
scientific article; zbMATH DE number 7035539 |
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PRICING VULNERABLE EUROPEAN OPTIONS WITH STOCHASTIC CORRELATION (English)
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13 March 2019
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GARCH models
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stochastic correlation
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stochastic volatility
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vulnerable options
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