"An entropy approach to the Stein and Stein model with correlation."

Thorsten Rheinländer (2005)

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DOI: 10.1007/S00780-004-0149-0

access: closed

type: Journal Article

metadata version: 2020-07-22

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Thorsten Rheinländer:
An entropy approach to the Stein and Stein model with correlation. Finance Stochastics 9(3): 399-413 (2005)

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