Option Pricing in Multivariate Stochastic Volatility Models of OU Type

Johannes Muhle-Karbe, Oliver Pfaffel, Robert Stelzer. Option Pricing in Multivariate Stochastic Volatility Models of OU Type. SIAM J. Financial Math., 3(1):66-94, 2012. [doi]

References

No references recorded for this publication.

Cited by

No citations of this publication recorded.