Pricing Exchange Options under Stochastic Correlation Preprint

cited authors

  • Villamor, Enrique; Olivares, Pablo

authors

publication date

  • January 12, 2020

keywords

  • 35 Commerce, Management, Tourism and Services
  • 3502 Banking, Finance and Investment
  • 38 Economics
  • 3801 Applied Economics
  • 49 Mathematical Sciences
  • 4901 Applied Mathematics

Digital Object Identifier (DOI)