Superreplication of European multiasset derivatives with bounded stochastic volatility.

Fausto Gozzi Tiziano Vargiolu

Published in: Math. Methods Oper. Res. (2002)

Keyphrases

monte carlo
stock market
european project
higher order
exchange rate
stochastic model
stochastic nature
stochastic models
summer school
database
garch model
stochastic process
stochastic processes
supply chain
pairwise
information systems
data sets
real time