Title
Sato two-factor models for multivariate option pricing Sato two-factor models for multivariate option pricing
Author
Faculty/Department
Faculty of Sciences. Mathematics and Computer Science
Publication type
article
Publication
London ,
Subject
Economics
Mathematics
Source (journal)
The journal of computational finance. - London
Volume/pages
15(2012) :4 , p. 159-192
ISSN
1460-1559
ISI
000317663300005
Carrier
E
Target language
English (eng)
E-info
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