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"Option Pricing in Multivariate Stochastic Volatility Models of OU Type."

Johannes Muhle-Karbe, Oliver Pfaffel, Robert Stelzer (2012)

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DOI: 10.1137/100803687

access: closed

type: Journal Article

metadata version: 2017-06-08

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  - journals/siamfm/Muhle-KarbePS12
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  - https://dblp.org/rec/journals/siamfm/Muhle-KarbePS12
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)

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