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

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

Original language	English
Journal	International Journal of Theoretical and Applied Finance
ISSN	0219-0249
Publication status	Submitted - 2015

Cite this

@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",

}

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review