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Calibration and advanced simulation schemes for the Wishart stochastic volatility model
La Bua, Gaetano
;
Marazzina, Daniele
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 997-1016
Persistent link: https://www.econbiz.de/10012194737
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On the application of Wishart process to the pricing of equity derivatives : the multi-asset case
La Bua, Gaetano
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Marazzina, Daniele
- In:
Computational management science
18
(
2021
)
2
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pp. 149-176
Persistent link: https://www.econbiz.de/10012543391
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A new class of multidimensional Wishart-based hybrid models
La Bua, Gaetano
;
Marazzina, Daniele
- In:
Decisions in economics and finance : a journal of …
45
(
2022
)
1
,
pp. 209-239
Persistent link: https://www.econbiz.de/10013380545
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