On the Application of Wishart Process to the Pricing of Equity Derivatives : The Multi-Asset Case
Year of publication: |
2019
|
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Authors: | La Bua, Gaetano |
Other Persons: | Marazzina, Daniele (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Derivat | Derivative |
Extent: | 1 Online-Ressource (30 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 8, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3466259 [DOI] |
Classification: | C02 - Mathematical Methods ; C63 - Computational Techniques ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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