multiasset stochastic volatility model with constant instantaneous correlations shows the existence of a stochastic correlation …, as well as to the correlation between the assets returns and their volatilities. This article considers a multiasset … model based on Wishart processes that accounts for stochastic volatility and for stochastic correlations. Under the …

, seasonalities, and stochastic volatility. In particular, we investigate the pricing procedures for electricity swaps and options in …