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
- 장봉규; 노금환; 윤지희
- Date Issued
- 2009-07-15
- Publisher
- University of Technology, Sydney
- URI
- https://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.
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