"On the application of Wishart process to the pricing of equity ..."

Gaetano La Bua, Daniele Marazzina (2021)

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DOI: 10.1007/S10287-021-00388-7

access: closed

type: Journal Article

metadata version: 2021-07-13

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Gaetano La Bua, Daniele Marazzina:
On the application of Wishart process to the pricing of equity derivatives: the multi-asset case. Comput. Manag. Sci. 18(2): 149-176 (2021)

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