%0 Journal Article %1 journals/cms/BuaM21 %A Bua, Gaetano La %A Marazzina, Daniele %D 2021 %J Comput. Manag. Sci. %K dblp %N 2 %P 149-176 %T On the application of Wishart process to the pricing of equity derivatives: the multi-asset case. %U http://dblp.uni-trier.de/db/journals/cms/cms18.html#BuaM21 %V 18

@article{journals/cms/BuaM21, added-at = {2021-07-13T00:00:00.000+0200}, author = {Bua, Gaetano La and Marazzina, Daniele}, biburl = {https://www.bibsonomy.org/bibtex/2f65d5491dbccc9d2329728e5d1d0f316/dblp}, ee = {https://doi.org/10.1007/s10287-021-00388-7}, interhash = {c1b070eff671bca9edf4e7f4d417544e}, intrahash = {f65d5491dbccc9d2329728e5d1d0f316}, journal = {Comput. Manag. Sci.}, keywords = {dblp}, number = 2, pages = {149-176}, timestamp = {2024-04-08T20:07:35.000+0200}, title = {On the application of Wishart process to the pricing of equity derivatives: the multi-asset case.}, url = {http://dblp.uni-trier.de/db/journals/cms/cms18.html#BuaM21}, volume = 18, year = 2021 }