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Option Pricing in Multivariate Stochastic Volatility Models of OU Type.

Johannes Muhle-KarbeOliver PfaffelRobert Stelzer
Published in: SIAM J. Financial Math. (2012)
Keyphrases
  • option pricing
  • stock price
  • probabilistic model
  • stochastic model
  • neural network
  • non stationary