Open Access System for Information Sharing

Login Library

 

Conference
Cited 0 time in webofscience Cited 0 time in scopus
Metadata Downloads

A Closed-Form Pricing Formula for Multivariate Contingent Claims with Stochastic Volatility

Title
A Closed-Form Pricing Formula for Multivariate Contingent Claims with Stochastic Volatility
Authors
장봉규노금환윤지희
POSTECH Authors
장봉규
Date Issued
15-Jul-2009
Publisher
University of Technology, Sydney
URI
http://oasis.postech.ac.kr/handle/2014.oak/59861
Article Type
Conference
Citation
15th International Conference on Computing in Economics and Finance, 2009-07-15
Files in This Item:
There are no files associated with this item.

qr_code

  • mendeley

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.

Related Researcher

Researcher

장봉규JANG, BONG GYU
Dept of Industrial & Management Enginrg
Read more

Views & Downloads

Browse