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Pricing Quanto and Composite Contracts with Local-Correlation Models

Fuente: arXiv

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Detalles Bibliográficos
Autor principal:	Pallavicini, Andrea
Formato:	Preprint
Publicado:	2025
Materias:	Pricing of Securities Computational Finance 65C05, 91G20, 91G60
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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