Rheinlander, Thorsten (2005) An entropy approach to the Stein and Stein model with correlation. Finance and Stochastics, 9 (3). pp. 399-413. ISSN 0949-2984
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Identification Number: 10.1007/s00780-004-0149-0
| Item Type: | Article |
|---|---|
| Official URL: | http://www.springer.com/math/quantitative+finance/... |
| Additional Information: | © 2005 Springer |
| Divisions: | Statistics |
| Subjects: | H Social Sciences > HG Finance |
| JEL classification: | G - Financial Economics > G1 - General Financial Markets > G13 - Contingent Pricing; Futures Pricing |
| Date Deposited: | 15 Sep 2008 13:14 |
| Last Modified: | 11 Dec 2024 22:52 |
| URI: | http://eprints.lse.ac.uk/id/eprint/16349 |
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