On Multivariate extensions of Levy driven Ornstein-Uhlenbeck type stochastic volatility models and multi-asset options

Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avis › Tidsskriftartikel › Forskning › peer review

Originalsprog	Engelsk
Tidsskrift	International Journal of Theoretical and Applied Finance
ISSN	0219-0249
Status	Afsendt - 2015

Citationsformater

@article{1026231d76e04a669fa3737776e48b92,

title = "On Multivariate extensions of Levy driven Ornstein-Uhlenbeck type stochastic volatility models and multi-asset options",

author = "Elisa Nicolato and Friedrich Hubalek",

year = "2015",

language = "English",

journal = "International Journal of Theoretical and Applied Finance",

issn = "0219-0249",

publisher = "World Scientific Publishing Co. Pte Ltd",

}