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Working Papers / Dipartimento di Scienze Economiche e Metodi Quantitativi, Facoltà di Economia
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On the application of Wishart process to the pricing of equity derivatives : the multi-asset case
La Bua, Gaetano
;
Marazzina, Daniele
- In:
Computational management science
18
(
2021
)
2
,
pp. 149-176
Persistent link: https://www.econbiz.de/10012543391
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