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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
- Date Issued
- 2009-07-15
- Publisher
- University of Technology, Sydney
- Article Type
- Conference
- Citation
- 15th International Conference on Computing in Economics and Finance, 2009-07-15
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Related Researcher
- 장봉규JANG, BONG GYU
- Dept. of Industrial & Management Eng.