On the application of Wishart process to the pricing of equity derivatives: the multi-asset case
Crossref DOI link: https://doi.org/10.1007/s10287-021-00388-7
Published Online: 2021-03-09
Published Print: 2021-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
La Bua, Gaetano
Marazzina, Daniele http://orcid.org/0000-0001-6107-9822
Funding for this research was provided by:
Politecnico di Milano
Text and Data Mining valid from 2021-03-09
Version of Record valid from 2021-03-09
Article History
Received: 24 September 2019
Accepted: 12 February 2021
First Online: 9 March 2021