Option Pricing in Multivariate Stochastic Volatility Models of OU Type
Muhle-Karbe, Johannes; Pfaffel, Oliver; Stelzer, Robert
- 期刊名称SIAM Journal on Financial Mathematics
- 作者Muhle-Karbe, Johannes; Pfaffel, Oliver; Stelzer, Robert
- 卷第3卷
- 期第1期
- 电子ISSN1945-497X
- 文件大小441.89KB
- 发表时间2012-01-17
- DOI10.1137/100803687
- 页码66-94