"Currency option pricing with Wishart process."

Kwai Sun Leung, Hoi Ying Wong, Hon-Yip Ng (2013)

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DOI: 10.1016/J.CAM.2012.08.029

access: open

type: Journal Article

metadata version: 2021-02-16

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Kwai Sun Leung, Hoi Ying Wong, Hon-Yip Ng:
Currency option pricing with Wishart process. J. Comput. Appl. Math. 238: 156-170 (2013)

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