On the application of Wishart process to the pricing of equity derivatives: the multi-asset case
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Publication:2051154
DOI10.1007/s10287-021-00388-7OpenAlexW3134692628MaRDI QIDQ2051154
Gaetano La Bua, Daniele Marazzina
Publication date: 24 November 2021
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10287-021-00388-7
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